Solution to the Siegel Paradox
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s11079-005-4742-4.pdf
Reference26 articles.
1. Bardhan, Indrajit (1995) “Exchange Rate Shocks, Currency Options and the Siegel Paradox.” Journal of International Money and Finance 14:441–458.
2. Beenstock, Michael (1985) “Forward Exchange Rates and “Siegel's Paradox”.” Oxford Economic Papers 37:298–303.
3. Boyer, Russell (1977) “The Relation Between the Forward Exchange Rate and the Expected Future Spot Rate.” Intermountain Economic Review 8:14–21.
4. Dumas, Bernard, L. Peter Jennergren, and Bertil Näslund (1995a) “Siegel's Paradox and the Pricing of Currency Options.” Journal of International Money and Finance 14:213–223.
5. Dumas, Bernard, L. Peter Jennergren, and Bertil Näslund (1995b) “Comment on ‘Exchange Rate Shocks, Currency Options and the Siegel Paradox by Indrajit Bardhan.” Journal of International Money and Finance 14:459–460.
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