Solution to the Siegel Paradox
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DOI: 10.1007/s11079-005-4742-4
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Cited by:
- Carmen Gloria Silva, 2010. "Forward premium puzzle and term structure of interest rates: the case of New Zealand," Working Papers Central Bank of Chile 570, Central Bank of Chile.
- Marielle de Jong, 2011. "An adequate measure for exchange rate returns," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 85-93, June.
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Keywords
Siegel Paradox; Jensen's Inequality; foreign exchange rates and markets;All these keywords.
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