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Accounting for Forward Rates in Markets for Foreign Currency

Working Paper 439 | Published July 1, 1990

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Authors

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Chris I. Telmer

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Alan Gregory

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David K. Backus

Accounting for Forward Rates in Markets for Foreign Currency
Published in: _The Journal of Finance_ (Vol. 48, Iss. 5, December 1993, pp. 1887-1908), https://doi.org/10.1111/j.1540-6261.1993.tb05132.x.