Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market

Publikation: Working paper › Forskning

Standard

Imperfect Knowledge, Temporal Instability and an Uncertainty Premium : Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market. / Frydman, Roman; Goldberg, Michael David.

Department of Economics, University of Copenhagen, 2002.

Publikation: Working paper › Forskning

Harvard

Frydman, R & Goldberg, MD 2002 'Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market' Department of Economics, University of Copenhagen.

APA

Frydman, R., & Goldberg, M. D. (2002). Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market. Department of Economics, University of Copenhagen.

Vancouver

Frydman R, Goldberg MD. Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market. Department of Economics, University of Copenhagen. 2002.

Author

Frydman, Roman ; Goldberg, Michael David. / Imperfect Knowledge, Temporal Instability and an Uncertainty Premium : Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market. Department of Economics, University of Copenhagen, 2002.

Bibtex

@techreport{feb8012074c611dbbee902004c4f4f50,
title = "Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market",
abstract = " ",
author = "Roman Frydman and Goldberg, {Michael David}",
note = "JEL Classification: F3",
year = "2002",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Imperfect Knowledge, Temporal Instability and an Uncertainty Premium

T2 - Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market

AU - Frydman, Roman

AU - Goldberg, Michael David

N1 - JEL Classification: F3

PY - 2002

Y1 - 2002

N2 -  

AB -  

M3 - Working paper

BT - Imperfect Knowledge, Temporal Instability and an Uncertainty Premium

PB - Department of Economics, University of Copenhagen

ER -

ID: 160597