Home > Research > Publications & Outputs > The forward premium puzzle in the interwar peri...

Research

Associated organisational units

Electronic data

Links

Text available via DOI:

Keywords

View graph of relations

The forward premium puzzle in the interwar period and deviations from covered interest parity

Research output: Contribution to Journal/Magazine › Journal article

Published

Standard

The forward premium puzzle in the interwar period and deviations from covered interest parity. / Paya, I; Peel, D; Spiru, A M.
In: Economics Letters, Vol. 108, No. 1, 2010, p. 55-57.

Research output: Contribution to Journal/Magazine › Journal article

Harvard

Paya, I, Peel, D & Spiru, AM 2010, 'The forward premium puzzle in the interwar period and deviations from covered interest parity', Economics Letters, vol. 108, no. 1, pp. 55-57. https://doi.org/10.1016/j.econlet.2010.03.016

APA

Paya, I., Peel, D., & Spiru, A. M. (2010). The forward premium puzzle in the interwar period and deviations from covered interest parity. Economics Letters, 108(1), 55-57. https://doi.org/10.1016/j.econlet.2010.03.016

Vancouver

Paya I, Peel D, Spiru AM. The forward premium puzzle in the interwar period and deviations from covered interest parity. Economics Letters. 2010;108(1):55-57. doi: 10.1016/j.econlet.2010.03.016

Author

Paya, I ; Peel, D ; Spiru, A M. / The forward premium puzzle in the interwar period and deviations from covered interest parity. In: Economics Letters. 2010 ; Vol. 108, No. 1. pp. 55-57.

Bibtex

@article{929cd308d9724e55983d1e9407fbae46,
title = "The forward premium puzzle in the interwar period and deviations from covered interest parity",
abstract = "We revisit the forward premium puzzle in the interwar period and find that, as the deviation from covered interest rate parity increases, the coefficient on the forward premium in the standard Fama regression tends towards zero.",
keywords = "Forward premium, Interwar, Covered interest parity",
author = "I Paya and D Peel and Spiru, {A M}",
year = "2010",
doi = "10.1016/j.econlet.2010.03.016",
language = "English",
volume = "108",
pages = "55--57",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - The forward premium puzzle in the interwar period and deviations from covered interest parity

AU - Paya, I

AU - Peel, D

AU - Spiru, A M

PY - 2010

Y1 - 2010

N2 - We revisit the forward premium puzzle in the interwar period and find that, as the deviation from covered interest rate parity increases, the coefficient on the forward premium in the standard Fama regression tends towards zero.

AB - We revisit the forward premium puzzle in the interwar period and find that, as the deviation from covered interest rate parity increases, the coefficient on the forward premium in the standard Fama regression tends towards zero.

KW - Forward premium

KW - Interwar

KW - Covered interest parity

U2 - 10.1016/j.econlet.2010.03.016

DO - 10.1016/j.econlet.2010.03.016

M3 - Journal article

VL - 108

SP - 55

EP - 57

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 1

ER -