Interest expectations and exchange rates news

Empirical Economics

Volumn 23, Issue 4, 1998, Pages 525-534

  Cavaglia, Stefano ^a   Koedijk, Kees G ^b   Verschoor, Willem F C ^c   Wolff, Christian C P ^b  

^a PanAgora Asset Management   (United States)

^b MAASTRICHT UNIVERSITY   (Netherlands)

^c Nederlandse Investerings Bank   (Netherlands)

Author keywords

Exchange rates; Risk premia; Survey data

Indexed keywords

EXCHANGE RATE; INTEREST RATE;

EID: 0032440341     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01205992     Document Type: Article

References (16)

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