Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach
Year of publication: |
1987-05
|
---|---|
Authors: | Wolff, Christian C |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Exchange Rates | Financial Markets | Kalman Filter | Persistence | Premia | Signal Extraction | Time Series |
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