Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Alex Maynard and Peter C. B. Phillips
| Year of publication: |
2001
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|---|---|
| Authors: | Maynard, Alex ; Phillips, Peter C. B. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 16.2001, 6, p. 671-708
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| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001631960