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

209 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

Cite this

Nijman, T. E., Palm, F. C., & Wolff, C. C. P. (1991). Premia in forward foreign exchange as unobserved components. (CentER Discussion Paper; Vol. 1991-12). Unknown Publisher.
Nijman, T.E. ; Palm, F.C. ; Wolff, C.C.P. / Premia in forward foreign exchange as unobserved components. Unknown Publisher, 1991. (CentER Discussion Paper).
@techreport{f9309525e1b846ad8760922a84220af4,
title = "Premia in forward foreign exchange as unobserved components",
keywords = "Foreign Exchange, Models",
author = "T.E. Nijman and F.C. Palm and C.C.P. Wolff",
note = "Pagination: 18",
year = "1991",
language = "English",
volume = "1991-12",
series = "CentER Discussion Paper",
publisher = "Unknown Publisher",
type = "WorkingPaper",
institution = "Unknown Publisher",

}

Nijman, TE, Palm, FC & Wolff, CCP 1991 'Premia in forward foreign exchange as unobserved components' CentER Discussion Paper, vol. 1991-12, Unknown Publisher.

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

Unknown Publisher, 1991. (CentER Discussion Paper; Vol. 1991-12).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Premia in forward foreign exchange as unobserved components

AU - Nijman, T.E.

AU - Palm, F.C.

AU - Wolff, C.C.P.

N1 - Pagination: 18

PY - 1991

Y1 - 1991

KW - Foreign Exchange

KW - Models

M3 - Discussion paper

VL - 1991-12

T3 - CentER Discussion Paper

BT - Premia in forward foreign exchange as unobserved components

PB - Unknown Publisher

ER -

Nijman TE, Palm FC, Wolff CCP. Premia in forward foreign exchange as unobserved components. Unknown Publisher. 1991. (CentER Discussion Paper).