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

DOI10.1016/0165-1765(85)90082-5MaRDI QIDQ375085zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cited in

(4)

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

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