The forward discount anomaly and the risk premium: A survey of recent evidence

Charles Engel

Journal of Empirical Finance, 1996, vol. 3, issue 2, 123-192

Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (744)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0927-5398(95)00016-X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)
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: https://EconPapers.repec.org/RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192

Access Statistics for this article

Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

More articles in Journal of Empirical Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().