Forward rate biases and inconsistencies with tax-modified Fisher conditions

DOI10.1016/0165-1765(90)90048-6zbMath1375.91231OpenAlexW1971772621MaRDI QIDQ1676655

J. Harold jun. McClure

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90048-6

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

International tax arbitrage, financial parity conditions and preferential capital gains taxation

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