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Volumn 1, Issue 2, 2009, Pages 127-154

Understanding the forward premium puzzle: A microstructure approach

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EID: 85017120684     PISSN: 19457707     EISSN: 19457715     Source Type: Journal    
DOI: 10.1257/mac.1.2.127     Document Type: Article
Times cited : (64)

References (15)
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  • 3
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  • 4
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    • The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies
    • Bansal, Ravi, and Magnus Dahlquist. 2000. "The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies." Journal of International Economics, 51(1): 115-44.
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    • Bansal, R.1    Dahlquist, M.2
  • 6
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    • Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
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    • Burnside, Craig. 2007. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment." National Bureau of Economic Research Working Paper 13129.
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    • Burnside, C.1
  • 8
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    • Corsetti, Giancarlo, Amil Dasgupta, Stephen Morris, and Hyun Son Shin. 2004. "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders." Review of Economic Studies, 71(1): 87-113.
    • (2004) Review of Economic Studies , vol.71 , Issue.1 , pp. 87-113
    • Corsetti, G.1    Dasgupta, A.2    Morris, S.3    Shin, H.S.4
  • 9
    • 0030163502 scopus 로고    scopus 로고
    • The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
    • Engel, Charles. 1996. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence." Journal of Empirical Finance, 3(2): 123-92.
    • (1996) Journal of Empirical Finance , vol.3 , Issue.2 , pp. 123-192
    • Engel, C.1
  • 11
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    • Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
    • Glosten, Lawrence R., and Paul R. Milgrom. 1985. "Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders." Journal of Financial Economics, 14(1): 71-100.
    • (1985) Journal of Financial Economics , vol.14 , Issue.1 , pp. 71-100
    • Glosten, L.R.1    Milgrom, P.R.2
  • 12
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    • Han, Bing, David A. Hirshleifer, and Tracy Y. Wang. 2007. "Investor Overconfidence and the Forward Discount Puzzle." http://ssrn.com/abstract=841038.
    • (2007)
    • Han, B.1    Hirshleifer, D.A.2    Wang, T.Y.3
  • 13
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    • Sarno, L.1    Taylor, M.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.