Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods Article

Wang, Zhiguang, Bidarkota, Prasad V.. (2012). Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods . EMPIRICAL ECONOMICS, 42(1), 21-51. 10.1007/s00181-010-0427-y



cited authors

  • Wang, Zhiguang; Bidarkota, Prasad V.

fiu authors

publication date

  • 2012

published in

Digital Object Identifier (DOI)

start page

  • 21

end page

  • 51

volume

  • 42

issue

  • 1

research area