An explanation of the forward premium 'puzzle'
Year of publication: |
2000
|
---|---|
Authors: | Roll, Richard ; Yan, Shu |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 6.2000, 2, p. 121-148
|
Subject: | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
A Sentiment-Based Explanation of the Forward Premium Puzzle
Yu, Jianfeng, (2015)
-
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T., (2022)
-
Pricing term structure risk in futures markets
Nijman, Theodore E., (1996)
- More ...
-
An explanation of the forward premium 'puzzle'
Roll, Richard, (2000)
-
An Explanation of the Forward Premium 'Puzzle'
Yan, Shu, (2000)
-
An Explanation of the Forward Premium 'Puzzle'
Roll, Richard, (2000)
- More ...