Estimating a latent risk premium in exchange rate futures

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Authors and Corporations:

Bernoth, Kerstin (Author), Hagen, Jürgen von (Author), Vries, Casper G. de (Author)

Other Authors:

Hagen, Jürgen von 1955- [Author] • Vries, Casper G. de 1955- [Author]

Type of Resource:

E-Book

Language:

English

published:

Berlin DIW Berlin, German Institute for Economic Research 2018

Series:

Subjects:

forward premium puzzle

CCE estimation

futures rates

latent risk

Graue Literatur

Source:

Verbunddaten SWB
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Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers