NYU Faculty Digital Archive
metadata only
Affine Models of Currency Pricing
Perhaps the most puzzling feature of currency prices is the tendency for high interest rate currencies to appreciate when the expectations hypothesis suggests the reverse. Some have attributed this forward premium anomaly to a time-varying risk premium but theory has been largely unsuccessful in pro
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- The Forward Premium Anomaly: Three Examples in Search of a Solution#942584
- Fast and explicit European option pricing under tempered stable processes#971712
- The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market#499886
- Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price#21170
- Financial Shocks in Currency Markets: Evidence from UIP Premia#433614
Record · ID 942382
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive