Modelling the currency forward risk premium: A new perspective (Q1417040)
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scientific article; zbMATH DE number 2019695
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modelling the currency forward risk premium: A new perspective |
scientific article; zbMATH DE number 2019695 |
Statements
Modelling the currency forward risk premium: A new perspective (English)
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18 December 2003
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arbitrage
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filtering
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market price of risk
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0.8120749592781067
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0.7897101640701294
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0.7892211675643921
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0.7750564813613892
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0.7743562459945679
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