Premia in forward foreign exchange as unobserved components

Theo Nijman, Franz Palm and Christian Wolff

No 1991-12, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Foreign Exchange; Models (search for similar items in EconPapers)
Date: 1991
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Related works:
Working Paper: Premia in forward foreign exchange as unobserved components (1993)
Working Paper: Premia in Forward Foreign Exchange as Unobserved Components (1991)
Working Paper: Premia in forward foreign exchange as unobserved components (1991)
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