A joint test of risk premia in exchange rates and rational expectations

DOI10.1016/0165-1765(85)90082-5zbMATH Open1273.91375OpenAlexW2021515803MaRDI QIDQ375085FDOQ375085

Authors: M. Ercan Kumcu 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90082-5

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cited In (4)

• Performance of rational and boundedly rational agents in a model with persistent exchange-rate volatility
• Exchange rate and inflation risk premia in the EMU
• Scandinavian forward discount bias risk premia
• Global risks in the currency market

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