information in long-maturity forward rates
Subtitle: implications for exchange rates and the forward premium anomaly
By: Jacob Boudoukh, Matthew Richardson, Robert Whitelaw.
Contributors: Richardson, Matthew.; Whitelaw, Robert F.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11840.; Working paper series (National Bureau of Economic Research) -- working paper no. 11840.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Interest rates -- Econometric models
Notes: "December 2005."

NBER working paper series.

Includes bibliographical references (p. 21-23).