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

Dokumenter

  • DP 02-17

    Indsendt manuskript, 465 KB, PDF-dokument

  • Roman Frydman
  • Michael David Goldberg

 

OriginalsprogEngelsk
UdgiverDepartment of Economics, University of Copenhagen
Antal sider33
StatusUdgivet - 2002

Bibliografisk note

JEL Classification: F3

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ID: 160597