✦ LIBER ✦

The forward premium puzzle in a model of imperfect information

✍ Scribed by Rui Albuquerque

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forward-looking information in VAR model

✍ Sophocles N. Brissimis; Nicholas S. Magginas 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 169 KB

Can currency risk be a source of risk pr

✍ Chu-Sheng Tai 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 325 KB

The forward premium in a model with hete

✍ Eric O'N. Fisher 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 302 KB

The forward premium puzzle in the interw

✍ Ivan Paya; David A. Peel; Alina Spiru 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 249 KB

The bias of tests for a risk premium in

✍ George Tauchen 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 72 KB

The limits of required forward-looking i

✍ Paul N. Edwards 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 989 KB