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    • Econometrics of the forward premium puzzle 

      Chakraborty, Avik, 1975-; Haynes, Stephen E., 1945- (University of Oregon, Dept of Economics, 2005-09-15)
      This paper explores from a new perspective the forward premium puzzle, i.e., why a regression of the change in the future spot exchange rate on the forward premium paradoxically yields a coefficient that is frequently ...