✦ LIBER ✦

The forward premium puzzle and the Euro

✍ Scribed by Nagayasu, Jun

Book ID: 125825895
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 738 KB
Volume: 32
Category: Article
ISSN: 1042-4431
DOI: 10.1016/j.intfin.2014.07.004

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Is the forward premium puzzle universal?

✍ Han, Bing 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 94 KB

Model uncertainty and the Forward Premiu

Model uncertainty and the Forward Premium Puzzle

✍ Djeutem, Edouard 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 810 KB

An explanation of the forward premium ‘p

An explanation of the forward premium ‘puzzle’

✍ Richard Roll; Shu Yan 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 542 KB

The “forward premium puzzle” and the sov

The “forward premium puzzle” and the sovereign default risk

✍ Virginie Coudert; Valérie Mignon 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 747 KB

The Thursday effect of the forward premi

The Thursday effect of the forward premium puzzle

✍ Liang Ding 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 555 KB

A new look at the forward premium “puzzl

A new look at the forward premium “puzzle”

✍ Haitham A. Al-Zoubi 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

We decompose the spot and forward rates into (permanent) nonlinear trend components and (transitory) stationary components. We examine the unbiasedness of the permanent (transitory) component of the forward rate in predicting the permanent (transitory) component of its corresponding future spot rate