Stern School of Business, New York University, Queen's University, and Carnegie Mellon University, respectively. We thank Geert Bekaert, Philip Dybvig, Wayne Person, Campbell Harvey, Dennis Logue, Thomas McCurdy, James Nason, Thomas Pugel, Gregor Smith, Stanley Zin, and especially Ravi Jagannathan for helpful comments and suggestions, as well as the editor, René Stulz, and a referee of this journal. Financial support from the National Science Foundation, the Social Sciences and Humanities Research Council of Canada, and the Center for Japan-U.S. Business and Economic Studies faculty fellowship program is gratefully acknowledged.
Accounting for Forward Rates in Markets for Foreign Currency
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 5, pages 1887–1908, December 1993
How to Cite
BACKUS, D. K., GREGORY, A. W. and TELMER, C. I. (1993), Accounting for Forward Rates in Markets for Foreign Currency. The Journal of Finance, 48: 1887–1908. doi: 10.1111/j.1540-6261.1993.tb05132.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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