Structural breaks, adaptive expectations, and risk premium : the information content in the mispricing of the USD/RMB forward rates
Rong Chen and Zhenlong Zheng
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Rong ; Zheng, Zhenlong |
| Published in: |
China's reality and global vision : management research and development in China. - Singapore [u.a.] : World Scientific, ISBN 981-4287-90-3. - 2012, p. 64-84
|
| Subject: | US-Dollar | US dollar | Renminbi | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | China |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009508007