Structural breaks, adaptive expectations, and risk premium : the information content in the mispricing of the USD/RMB forward rates
Year of publication: |
2012
|
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Authors: | Chen, Rong ; Zheng, Zhenlong |
Published in: |
China's reality and global vision : management research and development in China. - Singapore [u.a.] : World Scientific, ISBN 981-4287-90-3. - 2012, p. 64-84
|
Subject: | US-Dollar | US dollar | Renminbi | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | China |
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