Estimation and testing of the term structure of the forward premium under rational expectations
| Year of publication: |
1986
|
|---|---|
| Authors: | Baillie, Richard T. ; McMahon, Patrick C. |
| Published in: |
Journal of Macroeconomics. - Elsevier, ISSN 0164-0704. - Vol. 8.1986, 3, p. 387-391
|
| Publisher: |
Elsevier |