As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...
As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...
Optimization of forward points (the difference between the spot and the forward rate for a currency pair) enables companies to take advantage of these differences, which are driven by the interaction ...
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