Inference on forward exchange rate risk premium : reviewing signal extraction methods
Ramaprasad Bhar; Carl Chiarella
| Year of publication: |
2009
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Chiarella, Carl |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 2.2009, 2, p. 115-125
|
| Subject: | Theorie | Theory | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Währungsrisiko | Exchange rate risk |
| 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/10003847710