Premia in forward foreign exchange as unobserved components

T.E. Nijman, F.C. Palm, C.C.P. Wolff

Research output: Contribution to journalArticleScientificpeer-review

208 Downloads (Pure)
Original languageEnglish
Pages (from-to)361-365
Number of pages5
JournalJournal of Business and Economic Statistics
Volume11
Issue number3
Publication statusPublished - 1993

Cite this

@article{23782b7b214643818cf94a2fdeda4262,
title = "Premia in forward foreign exchange as unobserved components",
author = "T.E. Nijman and F.C. Palm and C.C.P. Wolff",
note = "Pagination: 5",
year = "1993",
language = "English",
volume = "11",
pages = "361--365",
journal = "Journal of Business & Economic Statistics",
issn = "0735-0015",
publisher = "American Statistical Association",
number = "3",

}

Premia in forward foreign exchange as unobserved components. / Nijman, T.E.; Palm, F.C.; Wolff, C.C.P.

In: Journal of Business and Economic Statistics, Vol. 11, No. 3, 1993, p. 361-365.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Premia in forward foreign exchange as unobserved components

AU - Nijman, T.E.

AU - Palm, F.C.

AU - Wolff, C.C.P.

N1 - Pagination: 5

PY - 1993

Y1 - 1993

M3 - Article

VL - 11

SP - 361

EP - 365

JO - Journal of Business & Economic Statistics

JF - Journal of Business & Economic Statistics

SN - 0735-0015

IS - 3

ER -