Econometric analysis of present value models when the discount factor is near one
Year of publication: |
2012
|
---|---|
Authors: | West, Kenneth D. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 171.2012, 1, p. 86-97
|
Publisher: |
Elsevier |
Subject: | Uncovered interest parity | Asset price | Exchange rate | Forward rate | Forward premium anomaly | Expected return | Random walk | Efficient markets | Martingale model |
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