The forward premium puzzle in a model of imperfect information
Rui Albuquerque
| Year of publication: |
2008
|
|---|---|
| Authors: | Albuquerque, Rui |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 3, p. 461-464
|
| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Unvollkommene Information | Incomplete information | Zustandsraummodell | State space model |
| 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/10003726199