Estimation and testing of the term structure of the forward premium under rational expectations
Year of publication: |
1986
|
---|---|
Authors: | Baillie, Richard |
Other Persons: | McMahon, Patrick C. (contributor) |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 8.1986, 3, p. 387-391
|
Subject: | Rationale Erwartung | Rational expectations | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Währungsderivat | Currency derivative | Risikoprämie | Risk premium |
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