Estimation and testing of the term structure of the forward premium under rational expectations
Richard T. Baillie ; Patrick C. McMahon
| Year of publication: |
1986
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|---|---|
| Authors: | Baillie, Richard |
| Other Persons: | McMahon, Patrick C. (contributor) |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 8.1986, 3, p. 387-391
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| Subject: | Rationale Erwartung | Rational expectations | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001085602