Time variation in the standard forward premium regression : some new models and tests
Richard T. Baillie; Dooyeon Cho
| Year of publication: |
2014
|
|---|---|
| Authors: | Baillie, Richard ; Cho, Dooyeon |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 52-63
|
| Subject: | Forward premium anomaly | Time-varying parameter regression | Regressionsanalyse | Regression analysis | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Schätzung | Estimation |
| 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/10011300505