EconPapers    
Economics at your fingertips  
 

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; Social and Behavioral Sciences (search for similar items in EconPapers)
Date: 1988-06-06
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.escholarship.org/uc/item/5w65g4zg.pdf;origin=repeccitec (application/pdf)

Related works:
Journal Article: Forward Discount Bias: Is It an Exchange Risk Premium? (1989) Downloads
Working Paper: Forward Discount Bias: Is It an Exchange Risk Premium? (1988) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cdl:econwp:qt5w65g4zg

Access Statistics for this paper

More papers in Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley
Contact information at EDIRC.
Series data maintained by Lisa Schiff ().

 
Page updated 2014-04-06
Handle: RePEc:cdl:econwp:qt5w65g4zg