Premia in forward foreign exchange as unobserved components

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

Research output: Working paper › Discussion paper › Other research output

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Name	CentER Discussion Paper
Volume	1991-12

Keywords

@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",

}