✦ LIBER ✦

Tests of rational expectations and no risk premium in forward exchange markets

✍ Scribed by David A. Hsieh

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interest Rate Risk and the Forward Premi

✍ SHU WU 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 144 KB

Can currency risk be a source of risk pr

✍ Chu-Sheng Tai 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 325 KB

The bias of tests for a risk premium in

✍ George Tauchen 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 72 KB

Estimation and testing of the term struc

✍ Richard T. Baillie; Patrick C. McMahon 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 192 KB

Tests of expected real profits in the fo

✍ Christina Y. Liu 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 214 KB

The effect of forward exchange on spot-r

✍ Masahiro Kawai 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 866 KB