Are forward rates free of the risk premium? : An empirical examination
Year of publication: |
1995
|
---|---|
Authors: | Dutt, Swarna D. |
Other Persons: | Ghosh, Dipak (contributor) |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 9.1995, 3, p. 49-60
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | US-Dollar | US dollar | Deutsche Mark | Pfund Sterling | Pound Sterling | Yen | Schweizer Franken | Swiss franc | Theorie | Theory | 1984-1988 |
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