Accounting for Forward Rates in Markets for Foreign Currency
Year of publication: |
1990
|
---|---|
Authors: | Backus, David K. ; Gregory, Allan W. ; Telmer, Chris I. |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | forward and spot rates | risk premiums | contingent claims pricing | habit persistence | marginal rate of substitution |
-
Accounting for Forward Rates in Markets for Foreign Currency
Backus, David K., (1990)
-
Kutan, Ali, (2003)
-
Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities
Chen, An, (2006)
- More ...
-
Accounting for forward rates in markets for foreign currency
Backus, David, (1990)
-
Accounting for forward rates in markets for foreign currency
Backus, David, (1993)
-
Accounting for Forward Rates in Markets for Foreign Currency
Backus, David K., (1993)
- More ...