Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes : theory and evidence
Year of publication: |
2003
|
---|---|
Authors: | Nucci, Francesco |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 2, p. 183-200
|
Subject: | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Theorie | Theory | USA | United States | 1977-1996 |
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