Nonlinearity in deviations from uncovered interest parity: An explanation of the forward bias puzzle

Review of Finance

Volumn 10, Issue 3, 2006, Pages 443-482

  Sarno, Lucio ^a   Valente, Giorgio ^b   Leon, Hyginus ^c  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c INTERNATIONAL MONETARY FUND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750373410     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1007/s10679-006-9001-z     Document Type: Article

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