Are forward premia mean reverting?

Applied Financial Economics 2000 / 08 Vol. 10; Iss. 4

Are forward premia mean reverting?

Hejazi, Walid, Li, Zhixin
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Volume:
10
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100050031462
Date:
August, 2000
File:
PDF, 271 KB
english, 2000
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