Chris Telmer

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

2

DOWNLOADS

147

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (2)

The Forward Premium Anomaly: Three Examples in Search of a Solution

NYU Working Paper No. FIN-94-006
Number of pages: 32 Posted: 11 Nov 2008
David K. Backus, Silverio Foresi and Chris Telmer
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and affiliation not provided to SSRN
Downloads 76 (329,513)

Abstract:

Loading...

forward and spot exchange rates, risk premium, pricing kernels, bond pricing

2.

Affine Models of Currency Pricing

NYU Working Paper No. FIN-96-009
Number of pages: 41 Posted: 07 Nov 2008
Backus David, Silverio Foresi and Chris Telmer
affiliation not provided to SSRN, Goldman Sachs Group, Inc. - Quantitative Strategy Group and affiliation not provided to SSRN
Downloads 71 (338,879)
Citation 1

Abstract:

Loading...

forward and spot exchange rates, risk premiums, pricing kernels