Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
| Year of publication: |
2006
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| Authors: | Sarno, Lucio ; Valente, Giorgio ; Leon, Hyginus |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 21452842. - Vol. 10.2006, 3, p. 443
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