Does data frequency matter for the impact of forward premium on spot exchange rate?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference33 articles.
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2. Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon;Andersen;Journal of Empirical Finance,1999
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4. The forward premium puzzle: Different tales from developed and emerging economies;Bansal;Journal of International Economics,2000
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