Affine Term Structure Models and the Forward Premium...

The Journal of Finance 2001 Vol. 56; Iss. 1

Affine Term Structure Models and the Forward Premium Anomaly

David K. Backus, Silverio Foresi, Chris I. Telmer
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
56
Year:
2001
Language:
english
Pages:
26
DOI:
10.1111/0022-1082.00325
File:
PDF, 151 KB
english, 2001
Conversion to is in progress
Conversion to is failed