Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods
Zhiguang Wang; Prasad V. Bidarkota
| Year of publication: |
2012
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|---|---|
| Authors: | Wang, Zhiguang ; Bidarkota, Prasad V. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 42.2012, 1, p. 21-51
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| Subject: | Risikoprämie | Risk premium | Spotmarkt | Spot market | Devisenmarkt | Foreign exchange market | Euro | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Yen | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Welt | World | 1989-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009487363