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題名:A New Approach to the Forward Premium Puzzle
書刊名:Academy of Taiwan Business Management Review
作者:Anderson, BingAnderson, Kimberly A.Li, Shuyun
出版日期:2019
卷期:15:2
頁次:頁1-5
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:5
期刊論文
1.Frenkel, Jacob A.、Levich, Richard M.(1975)。Covered Interest Arbitrage: Unexploited Profits?。Journal of Political Economy,83(2),325-338。  new window
2.Taylor, M. P.(1987)。Covered Interest Parity: A High-Frequency, High-Quality Data Study。Economica,54,429-438。  new window
3.Hansen, L. P.、Hodrick, R. J.(1980)。Forward exchange rates as optimal predictors of future spot rates。Journal of Political Economy,88,829-853。  new window
4.Taylor, M. P.(1989)。Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional heteroscedasticity。Scottish Journal of Political Economics,36,238-253。  new window
5.Hakkio, C. S.(1981)。Expectations and The Forward Exchange Rate。International Economic Review,22(3),663-678。  new window
6.Clinton, K.(1988)。Transaction Costs and Covered Interest Arbitrage: Theory and Evidence。Journal of Political Economy,96(2),358-370。  new window
7.Cumby, R. E.、Obstfeld, M.(1981)。A note on exchange rate expectations and nominal interest differential: a test of the Fisher hypothesis。Journal of Finance,36,697-703。  new window
8.Elliott, R.、Han, B.(2006)。A hidden Markov approach to the Forward Premium Puzzle。International Journal of Theoretical and Applied Finance,9,1009-1020。  new window
9.Han, B.(2004)。Is the forward premium puzzle universal?。Applied Economics Letters,11,131-134。  new window
10.Engle, Charles(1996)。The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence。Journal of Empirical Finance,3(2),123-192。  new window
11.Fama, Eugene F.(1984)。Forward and Spot Exchange Rates。Journal of Monetary Economics,14(3),319-338。  new window
 
 
 
 
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