The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
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https://www.nber.org/papers/w11840
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资源简介：
The forward premium anomaly is one of the most robust puzzles in financial economics. We recast the underlying parity relation in terms of cross-country differences between forward interest rates rather than spot interest rates with dramatic results. These forward interest rate differentials have
远期溢价异象（forward premium anomaly）是金融经济学领域中最具稳健性的经典谜题之一。本研究将基础平价关系重构为基于远期利率而非即期利率的跨国差异视角，并得出了极具突破性的研究结果。这些远期利率差额具有
提供机构：
美国国家经济研究局
创建时间：
2005-12-01
