Home > Research > Publications & Outputs > Empirical evidence on the properties of exchang...
View graph of relations

Empirical evidence on the properties of exchange rate forecasts and the risk premium

Research output: Contribution to journalJournal article

Published
<mark>Journal publication date</mark>12/1989
<mark>Journal</mark>Economics Letters
Issue number4
Volume31
Number of pages5
Pages (from-to)387-391
Publication statusPublished
Original languageEnglish

Abstract

The purpose in this note is to examine the properties of the riskpremium obtained from a new source of market expectations derived from survey data.