Risk Premia in Forward Foreign Exchange Markets : A Comparison of Signal Extraction and Regression Methods
Year of publication: |
2011
|
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Authors: | Wang, Zhiguang |
Other Persons: | Bidarkota, Prasad V. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Regressionsanalyse | Regression analysis | Währungsderivat | Currency derivative | Pfund Sterling | Pound Sterling | Welt | World | Schätzung | Estimation | Yen | US-Dollar | US dollar | Theorie | Theory | Euro | Spotmarkt | Spot market |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Empirical Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2, 2011 erstellt Volltext nicht verfügbar |
Classification: | F31 - Foreign Exchange ; C5 - Econometric Modeling ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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