Measuring the forward foreign exchange risk premium: Multi-country evidence from unobserved components models

Journal of International Financial Markets, Institutions and Money

Volumn 10, Issue 1, 2000, Pages 1-8

  Wolff, Christian C P ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Forward exchange bias; Risk premium persistence; Signal extraction

Indexed keywords

EID: 0033634612     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(99)00021-9     Document Type: Article

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