The forward premium anomaly is not as bad as you think

Richard T. Baillie; Tim Bollerslev

Year of publication:	2000
Authors:	Baillie, Richard ; Bollerslev, Tim
Published in:	Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 19.2000, 4, p. 471-488
Subject:	Risikoprämie \| Risk premium \| Währungsderivat \| Currency derivative \| Zinsparität \| Interest rate parity \| Theorie \| Theory \| Schätzung \| Estimation \| Deutsche Mark \| US-Dollar \| US dollar \| Welt \| World \| 1974-1991

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