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The Forward Premium Anamoly: Three Examples in Search of a Solution

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  • David Backus & Silverio Foresi & Chris Telmer, 1994. "The Forward Premium Anamoly: Three Examples in Search of a Solution," GSIA Working Papers 7, Carnegie Mellon University, Tepper School of Business.
  • Handle: RePEc:cmu:gsiawp:7
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    File URL: http://bighurt.tepper.cmu.edu/Economics/Working_Papers/fx2.ps
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    Cited by:

    1. Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc.
    2. Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
    3. repec:osu:osuewp:014 is not listed on IDEAS
    4. Hodrick, Robert J & Vassalou, Maria, 2001. "Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?," CEPR Discussion Papers 3056, C.E.P.R. Discussion Papers.
    5. Heeho Kim, 2013. "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(1), pages 62-79, January.

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