The forward premium puzzle in a model of imperfect information
Year of publication: |
2008
|
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Authors: | Albuquerque, Rui |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 3, p. 461-464
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Unvollkommene Information | Incomplete information | Zustandsraummodell | State space model |
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