The long memory of the forward premium
| Year of publication: |
1994
|
|---|---|
| Authors: | Baillie, Richard T. ; Bollerslev, Tim |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 13.1994, 5, p. 565-572
|