Time-varying risk premia and the term structure of forward exchange rates
by D. A. Peel and P. F. Pope
| Year of publication: |
1995
|
|---|---|
| Authors: | Peel, David |
| Other Persons: | Pope, Peter F. (contributor) |
| Published in: |
The Manchester School of Economic and Social Studies. - Oxford [u.a.] : Blackwell, ISSN 0025-2034, ZDB-ID 206354-2. - Vol. 63.1995, 1, p. 69-81
|
| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory | 1976-1990 |
| 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/10001179036