Non-parametric estimates of the foreign exchange risk premium and tests of exchange market efficiency
Michael Wickens and Stephen Thomas
| Year of publication: |
1991
|
|---|---|
| Authors: | Wickens, Michael ; Thomas, Stephen |
| Publisher: |
London |
| Subject: | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Schätztheorie | Estimation theory | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Deutschland | Germany | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | 29 S |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 16-91 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000130908