The long memory of the forward premium
| Year of publication: |
1994
|
|---|---|
| Authors: | Baillie, Richard T ; Bollerslev, Tim |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 13.1994, 5, p. 565-571
|
| Publisher: |
Elsevier |