Random walk expectations and the forward discount puzzle
Philippe Bacchetta and Eric van Wincoop
| Year of publication: |
2007
|
|---|---|
| Authors: | Bacchetta, Philippe ; Van Wincoop, Eric |
| Publisher: |
Gerzensee : Study Center Gerzensee |
| Subject: | Wechselkurs | Exchange rate | Prognose | Forecast | Random Walk | Random walk | Zinsstruktur | Yield curve | Unvollkommene Information | Incomplete information | Wirtschaftsmodell | Economic model |
| Extent: | 13, [1] S. graph. Darst. |
|---|---|
| Series: | Working paper / Studienzentrum Gerzensee. - Gerzensee, ZDB-ID 2738347-7. - Vol. 07.01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003425015