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/researchoutput/libraryofcongress/hb
Subjects:
ID Code:
55949
Deposited By:
Deposited On:
19 Jul 2012 15:40
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 07:59