Peel, David and Pope, Peter (1989) Empirical evidence on the properties of exchange rate forecasts and the risk premium. Economics Letters, 31 (4). pp. 387-391. ISSN 0165-1765
Full text not available from this repository.Official URL: http://dx.doi.org/10.1016/0165-1765(89)90035-9
Abstract
The purpose in this note is to examine the properties of the riskpremium obtained from a new source of market expectations derived from survey data.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Economics Letters |
| Subjects: | H Social Sciences > HB Economic Theory |
| Departments: | Lancaster University Management School > Economics Lancaster University Management School > Accounting & Finance |
| ID Code: | 55949 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 19 Jul 2012 16:40 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 20:45 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/55949 |
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