Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries
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Cited by:
- Bai, Shuming & Mollick, Andre Varella, 2010. "Currency crisis and the forward discount bias: Evidence from emerging economies under breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 556-574, December.
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Keywords
Asymmetric adjustment Forward premium Interest rates;Statistics
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