Premia in forward foreign exchange as unobserved components
Theo E. Nijman, Franz C. Palm and Christian C. P. Wolff
| Year of publication: |
1991
|
|---|---|
| Authors: | Nijman, Theodore E. ; Palm, Franz C. ; Wolff, Christiaan Cornelis Petrus |
| Publisher: |
Maastricht |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Währungsderivat | Currency derivative |
| Extent: | 18 Bl |
|---|---|
| Series: | Research memorandum / Faculty of Economics, Limburg University. - Maastricht : Fac. of Economics, Limburg Univ., ZDB-ID 2369168-2. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000809535