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Empirical evidence on the properties of exchange rate forecasts and the risk premium

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

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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: 09 Apr 2014 23:50
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/55949

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