Open AccessThe Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
Author(s) -
Jacob Boudoukh,
Matthew Richardson,
Robert Whitelaw
Publication year - 2005
Language(s) - English
Resource type - Reports
DOI - 10.3386/w11840
Subject(s) - forward rate , anomaly (physics) , maturity (psychological) , forward contract , econometrics , financial economics , economics , business , monetary economics , futures contract , interest rate , physics , psychology , developmental psychology , condensed matter physics
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