✦ LIBER ✦

The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors

✍ Scribed by Clarida, Richard H.; Taylor, Mark P.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The forward exchange rate premium: The c

✍ D.P. Tang; S.R. Lee; Benjaporn Thangkasemvathana 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 382 KB

On the informational content of spot and

✍ K. Alec Chrystal; Daniel L. Thornton 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 701 KB

The forward premium anomaly and the tren

✍ Su Zhou 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 51 KB

The information content of the forward p

✍ G. Koutmos 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 105 KB

TIME-VARYING RISK PREMIA AND THE TERM ST

✍ D. A. PEEL; P. F. POPE 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 680 KB

Empirical evidence of the spot and the f

✍ Luis A Gil-Alana 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 47 KB