The forward premium anomaly and the trend behavior of the exchange rates
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 76 (2002)
Issue (Month): 2 (July)
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Web page: http://www.elsevier.com/locate/ecolet
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- Engel, Charles, 1996.
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- John Y. Campbell & Pierre Perron, 1991.
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0100, National Bureau of Economic Research, Inc.
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- Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
- Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
- Richard T., Baillie, 2011. "Possible solutions to the forward bias paradox," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 617-622, October.
- Richard T. Baillie & Rehim Kilic, 2005. "Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?," Working Papers 543, Queen Mary, University of London, School of Economics and Finance.
- Baillie, Richard T. & Kilic, Rehim, 2006. "Do asymmetric and nonlinear adjustments explain the forward premium anomaly?," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 22-47, February.
- Zhou, Su & Kutan, Ali M., 2002. "Is there asymmetry in forward exchange rate bias? Multi-country evidence," ZEI Working Papers B 06-2002, ZEI - Center for European Integration Studies, University of Bonn.
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