The forward discount puzzle and market efficiency (Q691616)
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scientific article; zbMATH DE number 6112088
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The forward discount puzzle and market efficiency |
scientific article; zbMATH DE number 6112088 |
Statements
The forward discount puzzle and market efficiency (English)
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3 December 2012
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forward discount puzzle
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efficient market hypothesis
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Jensen's inequality
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Taylor expansion
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uncovered interest parity
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0.8923447
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0.88651454
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0.83989155
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0.8359915
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0.8348987
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0.83404243
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0.83246917
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