Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Year of publication: |
1989
|
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Authors: | Wickens, Michael R. ; Thomas, Stephen |
Publisher: |
London |
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | CAPM |
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