✦ LIBER ✦

The bias of tests for a risk premium in forward exchange rates

✍ Scribed by George Tauchen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests of rational expectations and no ri

✍ David A. Hsieh 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 620 KB

The Risk Premium, Exchange Rate Expectat

✍ Stuart Landon; Constance E. Smith 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 249 KB

Term effects and the time-varying risk p

✍ Janice Boucher Breuer 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 140 KB 👁 2 views

Exchange Rate Expectations, the Forward

✍ Marianne Nessen 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 358 KB

Interest Rate Risk and the Forward Premi

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

Forward Speculation, Excess Returns, and

✍ Selahattin Dibooğlu 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 225 KB