The risk premium in forward foreign exchange markets and G-3 Central Bank intervention : evidence of daily effects, 1985-1990
by Richard T. Baillie and William P. Osterberg
| Year of publication: |
1991
|
|---|---|
| Authors: | Baillie, Richard |
| Other Persons: | Osterberg, William P. (contributor) |
| Publisher: |
Cleveland, Ohio |
| Subject: | Wechselkurspolitik | Exchange rate policy | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Deutschland | Germany | Devisenmarkt | Foreign exchange market | Japan | Theorie | Theory | Zentralbank | Central bank |
| Extent: | 19 S. |
|---|---|
| Series: | Working paper / Federal Reserve Bank of Cleveland. - Cleveland, Ohio, ZDB-ID 2625934-5. - Vol. 9109 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 17 - 19 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013446140