Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations
Year of publication: |
[2021]
|
---|---|
Authors: | Froot, Kenneth ; Frankel, Jeffrey A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Erwartungsbildung | Expectation formation | Währungsderivat | Currency derivative |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Series: | NBER Working Paper ; No. w1963 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1986 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bean, Charles R., (1983)
-
Exchange rate expectations and the risk premium : tests for a cross-section of 17 currencies
Frankel, Jeffrey A., (1991)
-
Exchange rate dynamics and learning
Gourinchas, Pierre-Olivier, (1996)
- More ...
-
Short-term and long-term expectations of the yen dollar exchange rate : evidence from survey data
Frankel, Jeffrey A., (1986)
-
Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A., (1990)
-
Interpreting tests of forward discount bias using survey data on exchange rate expectations
Frankel, Jeffrey A., (1986)
- More ...