The Forward Premium Puzzle: new evidence from futures contracts

Kerstin Bernoth (), Juergen von Hagen () and Casper G. de Vries ()

DNB Working Papers from Netherlands Central Bank, Research Department

New Economics Papers: this item is included in nep-fmk and nep-ifn
Date: 2007-01
View list of references

Downloads: (external link)
http://www.dnb.nl/en/binaries/Working%20Paper%20No%20125%202007_tcm47-146782.pdf (application/pdf)

Related works:
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:dnb:dnbwpp:125

Access Statistics for this paper

More papers in DNB Working Papers from Netherlands Central Bank, Research Department
Contact information at EDIRC.
Series data maintained by Arjen Siegmann ().