Open AccessHigh Frequency Interest Rate Differentials and Long Memory Property in Forward Premium Anomaly
Author(s) -
Richard T. Baillie,
Young Wook Han
Publication year - 2013
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2013.12.1.007
Subject(s) - anomaly (physics) , property (philosophy) , economics , physics , philosophy , epistemology , condensed matter physics