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Premia in Forward Foreign Exchange as Unobserved Components: A Note

Theo Nijman, Franz C. Palm, Christian C. P. Wolff
DOI: 10.2307/1391961
Journal of Business and Economic Statistics

Data up to Jan 2025

Published1993
Citations16
References0
Fields
EconomicsEconometricsFinancial economicsMonetary economics

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Premia in Forward Foreign Exchange as Unobserved Components: A Note (1993) – Journal of Business and Economic Statistics | Metascience Observatory Explorer