NYU Faculty Digital Archive
metadata only
The Forward Premium Anomaly: Three Examples in Search of a Solution
Perhaps the most puzzling feature of currency prices is the tendency for high interest rate currencies to appreciate, when the expectations hypothesis suggest the reverse. This forward premium anomaly has been attributed, by some, to a time-varying risk premium, but theory has yet to produce a risk
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
- Affine Models of Currency Pricing#942382
- What drives exchange rate pass-throughs? Evidence from a non-parametric method#390760
- Free-floating Tropes#90827
- Economic growth and currency crisis: A real exchange rate entropic approach#499590
- The green bond premium: Evidence from a multiverse analysis#191630
Record · ID 942584
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