Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves
Year of publication: |
2006-10-10
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Authors: | Vesilind, Andres |
Institutions: | Eesti Pank |
Subject: | trading rules | forward premium bias | time expectations theory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | published Number 2006-04 34 pages |
Classification: | E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; E58 - Central Banks and Their Policies ; F37 - International Finance Forecasting and Simulation ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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