Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods
Year of publication: |
2012
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Authors: | Wang, Zhiguang ; Bidarkota, Prasad V. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 42.2012, 1, p. 21-51
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Subject: | Risikoprämie | Risk premium | Spotmarkt | Spot market | Devisenmarkt | Foreign exchange market | Euro | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Yen | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Welt | World | 1989-2009 |
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