Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias (Q5879349): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/1350486x.2022.2108857 / rank | |||
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| Property / cites work: Estimation of affine term structure models with spanned or unspanned stochastic volatility / rank | |||
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| Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank | |||
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Latest revision as of 14:57, 31 July 2024
scientific article; zbMATH DE number 7657800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias |
scientific article; zbMATH DE number 7657800 |
Statements
Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias (English)
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28 February 2023
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term structure
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risk premium
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forward bias
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affine model
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global factor
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gray rhino
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