Modelling the currency forward risk premium: A new perspective

DOI10.1023/A:1020643612751zbMath1069.91066OpenAlexW57972656MaRDI QIDQ1417040

Toan M. Pham, Carl Chiarella, Ramaprasad Bhar

Publication date: 18 December 2003

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020643612751

zbMATH Keywords

filteringarbitragemarket price of risk

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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