文章基本信息

标题：The Forward Premium Puzzle Across Maturities
本地全文：下载
作者：Liang Ding ; Linh To
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2010
卷号：30
期号：2
页码：1113-1119
出版社：Economics Bulletin
摘要：This paper tests the forward premium puzzle in a wide range of maturities from 1-day to 5-year. It finds that the forward premium puzzle appears to be most significant for medium maturities, while disappearing for both very short and long maturities