Browsing Faculty Profiles by Author "Chakraborty, Avik, 1975-"


Display Options


  • Chakraborty, Avik, 1975-; Evans, George W., 1949- (University of Oregon, Dept of Economics, 2006-08-28)
    Under rational expectations and risk neutrality the linear projection of exchange rate change on the forward premium has a unit coefficient. However, empirical estimates of this coefficient are significantly less than ...
  • 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 ...

Search Scholars' Bank

Advanced Search


My Account