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Foreign Exchange Return Predictability:
Rational
Expectations
Risk
Premium
vs. Expectational Errors
Moon, Seongman
- In:
East Asian Economic Review (EAER)
22
(
2018
)
4
,
pp. 467-505
contributes to generating different serial dependence patterns of excess returns:
rational
expectations
risk
premium
models tend …
Persistent link: https://www.econbiz.de/10015397979
Saved in:
2
Foreign exchange return predictability :
rational
expectations
risk
premium
vs. expectational errors
Moon, Seongman
- In:
East Asian economic review
22
(
2018
)
4
,
pp. 467-505
Persistent link: https://www.econbiz.de/10011998656
Saved in:
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