Premia in forward foreign exchange as unobserved components

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

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Original language	English
Pages (from-to)	361-365
Number of pages	5
Journal	Journal of Business and Economic Statistics
Volume	11
Issue number	3
Publication status	Published - 1993

Access to Document

@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 and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "3",

}