• Title of article

    The forward premium anomaly is not as bad as you think

  • Author/Authors

    Richard T. Baillie، نويسنده , , Tim Bollerslev، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    18
  • From page
    471
  • To page
    488
  • Keywords
    FIGARCH , Forward premium , Uncovered interest rate parity
  • Journal title
    Journal of International Money and Finance
  • Serial Year
    2000
  • Journal title
    Journal of International Money and Finance
  • Record number

    191247