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:

Journal Article

Journal or Publication Title:

Economics Letters

Uncontrolled Keywords:

/dk/atira/pure/core/keywords/economics

Subjects:

?? economicsfinanceeconomics and econometricshb 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 15:40

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 13:00

URI:

https://eprints.lancs.ac.uk/id/eprint/55949