Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
by Roland Schmidt
| Year of publication: |
1993
|
|---|---|
| Authors: | Schmidt, Roland |
| Publisher: |
Bonn : Univ., Sonderforschungsbereich 303 |
| Subject: | Derivat | Derivative | Währungsderivat | Currency derivative | Risiko | Risk | Theorie | Theory |
| Extent: | 8 S 30 cm |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 7 - 8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000855153