Forward Discount Bias: Is It an Exchange Risk Premium?

Kenneth A. Froot () and Jeffrey Alexander Frankel ()

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: forward exchange; exchange rate; risk premium; rational expectations; survey data; Economics; Economic Theory (search for similar items in EconPapers)
Date: 1988-06-06
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Related works:
Journal Article: Forward Discount Bias: Is It an Exchange Risk Premium? (1989)
Working Paper: Forward Discount Bias: Is It an Exchange Risk Premium? (1988)
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