Does the forward premium puzzle disappear over the horizon?

Author:

Snaith Stuart,Coakley Jerry,Kellard Neil

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference60 articles.

1. Uncovered interest parity revisited;Alexius;Review of International Economics,2001

2. The forward premium anomaly is not as bad as you think;Baillie;Journal of International Money and Finance,2000

3. Carry trades, momentum trading and the forward premium anomaly;Baillie;Journal of Financial Markets,2011

4. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?;Baillie;Journal of International Money and Finance,2006

5. Bank for International Settlements, May 1999. Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity.

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Foreign exchange market efficiency during COVID-19 pandemic;International Review of Economics & Finance;2023-07

2. Do forward premium rates predict the spot rates? Comparison of developed and emerging economies;International Journal of Finance & Economics;2021-01-27

3. Adjusting for bias in long horizon regressions using R;Handbook of Statistics;2019

4. Carry Trades and Tail Risk: Evidence from Commodity Markets;SSRN Electronic Journal;2017

5. Forward premium anomaly of the British pound and the euro;International Review of Financial Analysis;2014-07

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