Affine term structure models and the forward premium anomaly

Journal of Finance

Volumn 56, Issue 1, 2001, Pages 279-304

  Backus, David K ^a   Foresi, Silverio ^b   Telmer, Chris I ^c  

^a NEW YORK UNIVERSITY   (United States)

^b Goldman Sachs Group   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039843719     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00325     Document Type: Article

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