Explaining forward exchange bias ... intraday
By: Richard K. Lyons, Andrew K. Rose.
Contributors: Rose, Andrew, 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4982; Working paper series (National Bureau of Economic Research) -- working paper no. 4982.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 13
Subjects: Interest rates -- Effect of foreign exchange on -- Mathematical models.
Notes: "January 1995."

Includes bibliographical references (p. 13).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation and the Berkeley Program in Finance.