Premia in forward foreign exchange as unobserved components

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

Research output: Contribution to journalArticleScientificpeer-review

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

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