The Information in Long-Maturity Forward Rates : Implications for Exchange Rates and the Forward Premium Anomaly
Year of publication: |
[2005]
|
---|---|
Authors: | Boudoukh, Jacob |
Other Persons: | Richardson, Matthew P. (contributor) ; Whitelaw, Robert (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Derivat | Derivative | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Series: | NBER Working Paper ; No. w11840 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2005 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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