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

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Empirical evidence on the properties of exchange rate forecasts and the risk premium. / Peel, David; Pope, Peter.
In: Economics Letters, Vol. 31, No. 4, 12.1989, p. 387-391.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Peel, D & Pope, P 1989, 'Empirical evidence on the properties of exchange rate forecasts and the risk premium', Economics Letters, vol. 31, no. 4, pp. 387-391. https://doi.org/10.1016/0165-1765(89)90035-9

APA

Peel, D., & Pope, P. (1989). Empirical evidence on the properties of exchange rate forecasts and the risk premium. Economics Letters, 31(4), 387-391. https://doi.org/10.1016/0165-1765(89)90035-9

Vancouver

Peel D, Pope P. Empirical evidence on the properties of exchange rate forecasts and the risk premium. Economics Letters. 1989 Dec;31(4):387-391. doi: 10.1016/0165-1765(89)90035-9

Author

Peel, David ; Pope, Peter. / Empirical evidence on the properties of exchange rate forecasts and the risk premium. In: Economics Letters. 1989 ; Vol. 31, No. 4. pp. 387-391.

Bibtex

@article{3acfaf3e1ce84a7a89462204adce0d4d,
title = "Empirical evidence on the properties of exchange rate forecasts and the risk premium",
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.",
author = "David Peel and Peter Pope",
year = "1989",
month = dec,
doi = "10.1016/0165-1765(89)90035-9",
language = "English",
volume = "31",
pages = "387--391",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "4",

}

RIS

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 -