The forward discount puzzle and market efficiency
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 7 (2011)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=112370
Forward discount puzzle; Efficient market hypothesis; Jensen’s inequality; Taylor expansion; Uncovered interest parity; F31;
Find related papers by JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
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