The real miss-specification in the forward rate premium puzzle
Year of publication: |
July 2017
|
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Authors: | Sinha, Amit K. ; Horvath, Philip A. ; Scott, Robert C. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 41.2017, 3, p. 463-473
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Subject: | Market efficiency | Bonds | Forward premium anomaly | Spurious relationship | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Währungsderivat | Currency derivative | Theorie | Theory | Zinsstruktur | Yield curve | Derivat | Derivative | Anleihe | Bond |
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