Properties of foreign exchange risk premiums
Year of publication: |
2012
|
---|---|
Authors: | Sarno, Lucio ; Schneider, Paul ; Wagner, Christian |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 105.2012, 2, p. 279-310
|
Publisher: |
Elsevier |
Subject: | Term structure | Exchange rates | Forward bias | Predictability |
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