Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
Year of publication: |
2006
|
---|---|
Authors: | Yang, Kun ; Shintani, Mototsugu |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 93.2006, 2, p. 255-260
|
Saved in:
Saved in favorites
Similar items by person
-
Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
Yang, Kun, (2006)
-
Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun, (2006)
-
Does the Prediction Horizon Matter for the Forward Premium Anomaly? Evidence from Panel Data
Yang, Kun, (2010)
- More ...