The forward discount anomaly and the risk premium
Subtitle: a survey of recent evidence
By: Charles Engel.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5312; Working paper series (National Bureau of Economic Research) -- working paper no. 5312.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 114
Subjects: Foreign exchange rates -- Econometric models.; Foreign exchange rates -- Forecasting.
Notes: "October 1995."

Includes bibliographical references (p. 101-114).

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 assistance from the National Science Foundation, grant no. SBR-932078.