An explanation of the forward premium ‘puzzle’

European Financial Management

Volumn 6, Issue 2, 2000, Pages 121-148

  Roll, Richard ^a   Yan, Shu ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Anomalies; Foreign exchange; Non stationary time series

Indexed keywords

EID: 85009894133     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00117     Document Type: Article

References (0)