Exchange Rate Overshooting and the Forward Premium Puzzle
Jerry Coakley and
Ana-Maria Fuertes
No 145, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: Asymmetries; risk premium; Monte Carlo (search for similar items in EconPapers)
JEL-codes: C22 F31 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:145
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