Asset price based estimates of sterling exchange rate risk premia
Jan J. J. Groen and Ravi Balakrishnan
| Year of publication: |
2004
|
|---|---|
| Authors: | Groen, Jan J. J. ; Balakrishnan, Ravi |
| Publisher: |
London |
| Subject: | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | US-Dollar | US dollar | Deutsche Mark | Pfund Sterling | Pound Sterling | 1987-2001 |
| Extent: | 39 S graph. Darst |
|---|---|
| Series: | Working papers / Bank of England. - London, ISSN 0142-6753, ZDB-ID 2199179-0. - Vol. 250 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002606814