Affine models of currency pricing
By: David Backus, Silverio Foresi, and Chris Telmer
Contributors: Foresi, Silverio; Telmer, Chris
Series: Working paper series -- S-96-23; Working paper series (New York University. Salomon Center) -- S-96-23
Publisher: New York University Salomon Center, Leonard N. Stern School of Business
Published: 1996
Place of publication: New York, NY
Language: eng
Number of pages: 36
Subjects: Foreign exchange rates
Notes: "A predecessor of this paper circulated as 'The forward premium anomaly : three examples in search of a solution,' presented at the NBER Summer Institute, July 1994."

"April 17, 1996."

Includes bibliographical references (p. 30-32).