THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALY
| Year of publication: |
2005
|
|---|---|
| Authors: | Boudoukh, Jacob ; Richardson, Matthew ; Whitelaw, Robert |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2005, 11840
|