The real miss-specification in the forward rate premium puzzle
Amit K. Sinha, Philip A. Horvath, Robert C. Scott
| Year of publication: |
July 2017
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|---|---|
| Authors: | Sinha, Amit K. ; Horvath, Philip A. ; Scott, Robert C. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 41.2017, 3, p. 463-473
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| Subject: | Market efficiency | Bonds | Forward premium anomaly | Spurious relationship | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Anleihe | Bond | Wechselkurs | Exchange rate | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-016-9363-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802144