The forward discount puzzle and market efficiency

Annals of Finance

Volumn 7, Issue 1, 2011, Pages 119-135

  Pilbeam, Keith ^a   Olmo, Jose ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Efficient market hypothesis; Forward discount puzzle; Jensen's inequality; Taylor expansion; Uncovered interest parity

Indexed keywords

EID: 78651437706     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-010-0159-1     Document Type: Article

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