Open AccessA Sentiment-Based Explanation of the Forward Premium Puzzle
Author(s) -
Jianfeng Yu
Publication year - 2011
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - English
DOI - 10.24149/gwp90
Subject(s) - economics , currency , monetary economics , value (mathematics) , consumption (sociology) , interest rate , stock market , positive correlation , financial economics , econometrics , negative correlation , exchange rate , stock (firearms) , medicine , mechanical engineering , paleontology , social science , horse , machine learning , sociology , computer science , biology , engineering
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