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dc.contributor.author Baillie, RT
dc.contributor.author Bollerslev, T
dc.date.accessioned 2010-03-09T15:34:56Z
dc.date.issued 2000-08
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000088655600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2000, 19 (4), pp. 471 - 488
dc.identifier.issn 0261-5606
dc.identifier.uri http://hdl.handle.net/10161/1972
dc.format.extent 471 - 488
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF INTERNATIONAL MONEY AND FINANCE
dc.relation.isversionof 10.1016/S0261-5606(00)00018-8
dc.subject forward premium
dc.subject uncovered interest rate parity
dc.subject FIGARCH
dc.title The forward premium anomaly is not as bad as you think
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000088655600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 4
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 19

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