Affine Term Structure Models and the Forward Premium...

Affine Term Structure Models and the Forward Premium Anomaly

David K. Backus, Silverio Foresi and Chris I. Telmer
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Volume:
56
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/222469
Date:
February, 2001
File:
PDF, 453 KB
english, 2001
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