Day-of-week effects in tests of forward foreign exchange rate unbiasedness
Year of publication: |
1999
|
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Authors: | Boucher Breuer, Janice |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 4.1999, 3, p. 193-204
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Zeit | Time | Schätzung | Estimation | Deutschland | Germany | Japan | Schweiz | Switzerland | Großbritannien | United Kingdom | 1974 -1993 |
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