1. Affine models of currency pricing;Backus;NBER Working Paper No. 5623,1996
2. The forward premium anomaly is not as bad as you think;Baillie,1997
3. An exploration of the forward premium puzzle in currency markets;Bansal;Review of Financial Studies,1997
4. The forward premium puzzle: Different tales from developed and emerging markets;Bansal;CEPR Discussion Paper No. 2169,1999
5. GMM estimation of asset pricing models with missing data;Balsal,1999