Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Zhiguang ; Bidarkota, Prasad |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 42.2012, 1, p. 21-51
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Spot foreign exchange rates | Forward foreign exchange rates | Time-varying risk premium | Signal extraction | Non-normality | Volatility persistence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539310