A new look at the forward premium “puzzle”
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.20486/fullpdf
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4. Baldwin , R. 1990 Re-interpreting the failure of foreign exchange market efficiency tests: Small transaction costs, big hysteresis bands (working paper)
5. Threshold cointegration;Balke;International Economic Review,1997
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1. Cyclical and Persistent Carry Trade Returns and Forward Premia;SSRN Electronic Journal;2024
2. Cyclical and Persistent Carry Trade Returns and Forward Premia;Quarterly Journal of Finance;2017-11-22
3. Does data frequency matter for the impact of forward premium on spot exchange rate?;International Review of Financial Analysis;2015-05
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