Explaining forward rate unbiasedness hypothesis: the risk premium approach
Year of publication: |
2009
|
---|---|
Authors: | Chatterjee, Devalina ; Biswas, Basudeb |
Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 8.2009, 2, p. 19-30
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Kointegration | Cointegration | Welt | World |
-
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G., (2005)
-
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen, (2015)
-
Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu, (2016)
- More ...
-
Explaining forward rate unbiasedness hypothesis: the risk premium approach
Chatterjee, Devalina, (2009)
-
Three Essays in Forward Rate Unbiasedness Hypothesis
Chatterjee, Devalina, (2010)
-
Caplan, Arthur J., (2013)
- More ...