Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 42 (2012)
Issue (Month): 1 (February)
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Find related papers by JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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