Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes : theory and evidence
Francesco Nucci
| Year of publication: |
2003
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|---|---|
| Authors: | Nucci, Francesco |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 2, p. 183-200
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| Subject: | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Theorie | Theory | USA | United States | 1977-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001721793