Scandinavian forward discount bias risk premia

DOI10.1016/S0165-1765(01)00460-8zbMath0985.91035OpenAlexW2076153798MaRDI QIDQ5941476

Christian C. P. Wolff, Willem F. C. Verschoor

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00460-8

zbMATH Keywords

expectationsexchange ratesrisk premiasurvey data

Mathematics Subject Classification ID

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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