On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market

On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market
Author :
Publisher :
Total Pages : 14
Release :
ISBN-10 : OCLC:933846840
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market by : Nikitas Pittis

Download or read book On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market written by Nikitas Pittis and published by . This book was released on 1990 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:


On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market Related Books

On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market
Language: en
Pages: 14
Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange
Language: en
Pages: 68
Authors: Richard Meese
Categories: Econometrics
Type: BOOK - Published: 1980 - Publisher:

DOWNLOAD EBOOK

The Role of Expectations in the Foreign Exchange Market
Language: en
Pages: 264
Authors: Karen Elizabeth Parker
Categories: Foreign exchange market
Type: BOOK - Published: 1991 - Publisher:

DOWNLOAD EBOOK

Rational Expectations and Efficiency in Futures Markets
Language: en
Pages: 240
Authors: Barry Goss
Categories: Business & Economics
Type: BOOK - Published: 2005-10-09 - Publisher: Routledge

DOWNLOAD EBOOK

Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of internationa
Risk Premia in Foreign Exchange Markets
Language: en
Pages: 130
Authors: Wen-he Lu
Categories: Foreign exchange
Type: BOOK - Published: 1986 - Publisher:

DOWNLOAD EBOOK

We have attempted to test the existence of time-varying risk premia in foreign exchange markets under two models that we have developed in this dissertation. Th