Premia in Forward Foreign Exchange as Unobserved Components.
Year of publication: |
1991
|
---|---|
Authors: | Nijman, T.E. ; Palm, F.C. ; Wolff, C.C.P. |
Institutions: | CentER for Economic Research, Universiteit van Tilburg |
Subject: | exchange rate | economic models | econometrics |
-
Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models.
Bertola, G., (1990)
-
Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates
Leon, H. L., (2003)
-
Misalignment and Managed Exchange Rates; An Application to the Thai Baht
Lim, G. C., (2000)
- More ...
-
Recent Developments in Modeling Volatility in Financial Data.
Nijman, T.E., (1991)
-
Premia in forward foreign exchange as unobserved components
Nijman, T.E., (1993)
-
Premia in forward foreign exchange as unobserved components
Nijman, Theo, (1991)
- More ...