The New Fama Puzzle
收藏NBER2018-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w24342
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资源简介：
We re-examine the historically common finding that ex post depreciation and the forward premium are negatively correlated, termed the forward premium puzzle. When covered interest differentials are zero, this finding is equivalent to the rejection of the joint hypothesis of uncovered interest parity
提供机构：
美国国家经济研究局
创建时间：
2018-02-01
