A new look at the forward premium puzzle
Year of publication: |
2009
|
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Authors: | Gospodinov, Nikolaj |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 3, p. 312-338
|
Subject: | Währungsderivat | Currency derivative | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Theorie | Theory | Risikoprämie | Risk premium | Großbritannien | United Kingdom |
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