The effect of forward of exchange on spot-rate volatility under risk and rational expectations : Rev vers. May 1983
Year of publication: |
1984
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Authors: | Kawai, Masahiro |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 16.1984, 1/2, p. 155-172
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Subject: | Devisenkurs | Wirtschaftserwartung | Risiko | Rationale Erwartung | Rational expectations | Volatilität | Volatility | Theorie | Theory | Risk | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate |
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