The forward discount puzzle and market efficiency
Year of publication: |
2011
|
---|---|
Authors: | Pilbeam, Keith ; Olmo, Jose |
Published in: |
Annals of Finance. - Springer. - Vol. 7.2011, 1, p. 119-135
|
Publisher: |
Springer |
Subject: | Forward discount puzzle | Efficient market hypothesis | Jensen’s inequality | Taylor expansion | Uncovered interest parity |
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