A Sentiment-Based Explanation of the Forward Premium Puzzle

Journal of Monetary Economics - Netherlands
doi 10.1016/j.jmoneco.2013.04.001
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Variance Risk Premiums and the Forward Premium Puzzle

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2017English

The Forward Premium Puzzle and Latent Factors Day by Day

SSRN Electronic Journal
2010English

The Forward Premium Puzzle and Latent Factors Day by Day

SSRN Electronic Journal
2010English

The Government Risk Premium Puzzle

SSRN Electronic Journal
2019English

The 'Real' Explanation of the PPP Puzzle

2016English

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Journal of Finance
AccountingEconomicsEconometricsFinance
2007English

Occupational Choice and the Private Equity Premium Puzzle

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2005English

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

SSRN Electronic Journal
2005English

Myopic Loss-Aversion and the Equity Premium Puzzle

2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy