Does the forward premium puzzle disappear over the horizon?
Stuart Snaith; Jerry Coakley; Neil Kellard
| Year of publication: |
2013
|
|---|---|
| Authors: | Snaith, Stuart ; Coakley, Jerry ; Kellard, Neil |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 9, p. 3681-3693
|
| Subject: | Forward rate unbiasedness | Bootstrap | Horizon effect | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Wechselkurs | Exchange rate | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010126302