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 0165-1765Full text not available from this repository.
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.
|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
|Deposited On:||19 Jul 2012 16:40|
|Last Modified:||03 Nov 2015 16:09|
Actions (login required)