Search Results for forward premium puzzle

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The forward premium is a notoriously poor predictor of exchange rate movements. This failure must...

We provide empirical evidence that deviations from uncovered interest rate parity (UIP) display...

This paper aims to measure the risk premium on French equities during 1960-92 and to evaluate how...

In the wake of the 2008–09 global financial crisis, central banking and monetary policy in many...

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP)...