Premia in forward foreign exchange as unobserved components

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

Research output: Working paperDiscussion paperOther research output

245 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages18
Volume1991-12
Publication statusPublished - 1991

Publication series

NameCentER Discussion Paper
Volume1991-12

Keywords

  • Foreign Exchange
  • Models

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