FORECASTING FORWARD EXCHANGE RATE RISK PREMIUM IN SINGAPORE DOLLAR/US DOLLAR EXCHANGE RATE MARKET
Year of publication: |
2009
|
---|---|
Authors: | KIANI, KHURSHID M. |
Published in: |
The Singapore Economic Review (SER). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6837. - Vol. 54.2009, 02, p. 283-298
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Forward foreign exchange rates | non-normality | risk premium | spot foreign exchange rates | signal extraction | volatility persistence |
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