Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods Preprint

Bidarkota, Prasad V. (2004). Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods . 10.2139/ssrn.584421

cited authors

  • Bidarkota, Prasad V

publication date

  • January 1, 2004

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics
  • 3802 Econometrics

Digital Object Identifier (DOI)