The forward rate premium puzzle: a case of misspecification?1) (Q5881692)
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scientific article; zbMATH DE number 7662309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The forward rate premium puzzle: a case of misspecification?1) |
scientific article; zbMATH DE number 7662309 |
Statements
The forward rate premium puzzle: a case of misspecification?1) (English)
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13 March 2023
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forward premium anomaly
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time-varying-coefficient
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spurious relationship
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