Work

Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

Year: 2005

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2005.10.002

Authors: Richard T. Baillie, Rehim Kiliç

Institutions: Queen Mary University of London, Michigan State University, Georgia Institute of Technology

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Georgia Institute of Technology, Orta Doğu Teknik Üniversitesi

OpenAlex ID: W1980412868

FWCI: 11.76

Cites: 42

Cited by: 156

Related to: 10