The forward premium anomaly is not as bad as you think

Richard T. Baillie, Tim Bollerslev

Open source

DOI: 10.1016/s0261-5606(00)00018-8
Published: 2000-08
Container: Journal of International Money and Finance
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/s0261-5606-00-00018-8,
  title = {The forward premium anomaly is not as bad as you think},
  author = {Richard T. Baillie and Tim Bollerslev},
  year = {2000},
  journal = {Journal of International Money and Finance},
  doi = {10.1016/s0261-5606(00)00018-8},
  url = {https://doi.org/10.1016/s0261-5606(00)00018-8}
}

RIS

TY  - JOUR
TI  - The forward premium anomaly is not as bad as you think
AU  - Richard T. Baillie
AU  - Tim Bollerslev
PY  - 2000
JO  - Journal of International Money and Finance
DO  - 10.1016/s0261-5606(00)00018-8
UR  - https://doi.org/10.1016/s0261-5606(00)00018-8
ER  -

APA

Baillie, R. T., & Bollerslev, T. (2000). The forward premium anomaly is not as bad as you think. Journal of International Money and Finance. https://doi.org/10.1016/s0261-5606(00)00018-8

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crossref · retrieved 2026-09-27T01:37:18.877Z