Non-parametric estimates of the foreign exchange risk premium and tests of exchange market efficiency
Year of publication: |
1991
|
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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 |
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