An earlier version of the paper was circulated under the title “On the Foreign Exchange Rate and the Term Structure of Interest Rates.” I like to thank Davide Lombardo, Clemens Sialm, Tom Weiss, and two anonymous referees for their helpful comments. Brandon Dupont provided excellent research assistance. Financial support from the New Faculty General Research Fund of the University of Kansas is gratefully acknowledged.
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
Article first published online: 18 APR 2007
Journal of Money, Credit and Banking
Volume 39, Issue 2-3, pages 423–442, March–April 2007
How to Cite
WU, S. (2007), Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. Journal of Money, Credit and Banking, 39: 423–442. doi: 10.1111/j.0022-2879.2007.00031.x
- Issue published online: 18 APR 2007
- Article first published online: 18 APR 2007
- Received April 27, 2004; and accepted in revised form November 9, 2005.
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!