Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Empirical evidence on the properties of exchange rate forecasts and the risk premium
AU - Peel, David
AU - Pope, Peter
PY - 1989/12
Y1 - 1989/12
N2 - 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.
AB - 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.
U2 - 10.1016/0165-1765(89)90035-9
DO - 10.1016/0165-1765(89)90035-9
M3 - Journal article
VL - 31
SP - 387
EP - 391
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 4
ER -