Affine term structure models and the forward premium anomaly
Year of publication: |
2001
|
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Authors: | Backus, David ; Foresi, Silverio ; Telmer, Chris I. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 1, p. 279-304
|
Subject: | Wechselkurs | Exchange rate | Aufwertung | Currency appreciation | Zins | Interest rate | Zinsstruktur | Yield curve | USA | United States | 1974-1994 |
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