Search results
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Title
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THE FORWARD PREMIUM PUZZLE REVISITED
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Author
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Zhuang, Anan
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Date Created
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2015
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Description
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The forward premium puzzle in currency markets is the standard empirical finding that the expected changes in currency exchange rates and interest rate differential are negatively correlated, implying a violation of uncovered interest rate parity ...
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Title
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THE FORWARD PREMIUM PUZZLE REVISITED
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Author
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Zhuang, Anan
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Date Created
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2015
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Subjects--Topical
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Finance
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Description
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The forward premium puzzle in currency markets is the standard empirical finding that the expected changes in currency exchange rates and interest rate differential are negatively correlated, implying a violation of uncovered interest rate parity ...
