Modelling the currency forward risk premium: A new perspective (Q1417040)

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scientific article
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English
Modelling the currency forward risk premium: A new perspective
scientific article

    Statements

    title
    Modelling the currency forward risk premium: A new perspective (English)
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    author
    Ramaprasad Bhar
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    Carl Chiarella
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    Toan M. Pham
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    publication date
    18 December 2003
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    zbMATH Keywords
    arbitrage
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    filtering
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    market price of risk
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    Identifiers

    zbMATH DE Number
    2019695
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    OpenAlex ID
    W57972656
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