✦ LIBER ✦

The information content of the forward premium and the forward forecast error

✍ Scribed by G. Koutmos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Term Structure of Forward Exchange P

✍ Clarida, Richard H.; Taylor, Mark P. 📂 Article 📅 1997 🏛 MIT Press 🌐 English ⚖ 115 KB

Storage and the electricity forward prem

✍ Stratford Douglas; Julia Popova 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 646 KB

Arbitrage and the Forward Gold Premium

✍ John S. Hodgson 📂 Article 📅 1974 🏛 MIT Press 🌐 English ⚖ 122 KB

The forward premium puzzle and the Euro

✍ Nagayasu, Jun 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 738 KB

The forward premium puzzle in a model of

✍ Rui Albuquerque 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 149 KB

The long memory of the forward premium

✍ Richard T Baillie; Tim Bollerslev 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 473 KB