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
|
|---|---|
| Other Persons: | Vesilind, Andres (contributor) |
| Publisher: |
Tallinn : Eesti Pank |
| Subject: | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Theorie | Theory | Währungsderivat | Currency derivative |
| Extent: | Online-Ressource, text |
|---|---|
| Series: | Working paper series. - Tallinn : [Verlag nicht ermittelbar], ISSN 2504-5520, ZDB-ID 2232190-1. - Vol. 4/2006 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 06-02-07 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003410560