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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

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Author Info
Baillie, Richard T.
Kilic, Rehim

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 25 (2006)
Issue (Month): 1 (February)
Pages: 22-47
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Handle: RePEc:eee:jimfin:v:25:y:2006:i:1:p:22-47

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics. [Downloadable!]
  2. Arnaud Mehl & Lorenzo Cappiello, 2007. "Uncovered interest oparity at distant horizons - evidence on emerging economies & nonlinearities," Working Paper Series 801, European Central Bank. [Downloadable!]
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