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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

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  • Baillie, Richard T.
  • Kilic, Rehim

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  • 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.
    • Handle: RePEc:eee:jimfin:v:25:y:2006:i:1:p:22-47
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    10. Bekaert, Geert & Hodrick, Robert J., 1993. "On biases in the measurement of foreign exchange risk premiums," Journal of International Money and Finance, Elsevier, vol. 12(2), pages 115-138, April.
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