Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among US, Canada, and Japan

Yuichi Fukuta, 祐一 福田, Makoto Saito and 誠 齊藤

No 2001-06, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: forward discount anomaly; liquidity effects (search for similar items in EconPapers)
JEL-codes: E44 F31 (search for similar items in EconPapers)
Pages: 31 pages
Date: 2001-06
Note: the current version: June, 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/17004/070econDP01-06.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: https://EconPapers.repec.org/RePEc:hit:econdp:2001-06

Access Statistics for this paper

More papers in Discussion Papers from Graduate School of Economics, Hitotsubashi University Contact information at EDIRC.
Bibliographic data for series maintained by Digital Resources Section, Hitotsubashi University Library ().