The forward premium anomaly is not as bad as you think

B-Tier
Journal: Journal of International Money and Finance
Year: 2000
Volume: 19
Issue: 4
Pages: 471-488

Authors (2)

Baillie, Richard T. (Michigan State University) Bollerslev, Tim (National Bureau of Economic Re...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jimfin:v:19:y:2000:i:4:p:471-488
Journal Field
International
Author Count
2
Added to Database
2026-01-24