Now showing items 1-2 of 2

    • Can a habit formation model really explain the Forward Premium Anomaly? 

      Vasconcelos, Jivago B. Ximenes de
      2009-08-07
      Verdelhan (2009) shows that if one is to explain the foreign ex- change forward premium behavior using Campbell and Cochrane (1999) s habit formation model one must specify it in such a way to generate pro-cyclical short ...
    • Can a habit formation model really explain the forward premium anomaly? 

      Costa, Carlos Eugênio da; Vasconcelos, Jivago B. Ximenes de
      2009-05-12
      Verdelhan (2009) shows that if one is to explain the foreign exchange forward premium behavior using Campbell and Cochrane (1999)’s habit formation model one must specify it in such a way to generate pro-cyclical short ...