The profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves
Andres Vesilind
| Year of publication: |
2006
|
|---|---|
| Authors: | Vesilind, Andres |
| Publisher: |
Tallinn : Eesti Pank |
| Subject: | Devisenmarkt | Foreign exchange market | Rentenmarkt | Bond market | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation |
| Extent: | 32 S. graph. Darst. |
|---|---|
| Series: | Working paper series / Bank of Estonia. - Tallinn, ISSN 1406-541X, ZDB-ID 2166418-3. - Vol. 4,2006 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.eestipank.info/pub/en/dokumendid/publikatsioonid/seeriad/uuringud/_2006/_4_2006/index.html?objId=901381 |
| ISBN: | 9949-404-49-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003381457