The risk premium, exchange rate expectations, and the forward exchange rate : estimates for the yen-dollar rate
Year of publication: |
2003
|
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Authors: | Landon, Stuart ; Smith, Constance E. |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 11.2003, 1, p. 144-158
|
Subject: | Zinsderivat | Interest rate derivative | Währungsderivat | Currency derivative | US-Dollar | US dollar | Yen | Rationale Erwartung | Rational expectations | USA | United States | Japan | 1975-1994 |
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