Premia in forward foreign exchange as unobserved components

T.E. Nijman, Franz Palm and Christian Wolff
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T.E. Nijman: Tilburg University, School of Economics and Management

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Date: 1993
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Related works:
Working Paper: Premia in Forward Foreign Exchange as Unobserved Components (1991)
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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