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

Roman Frydman; Michael David Goldberg

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

Roman Frydman, Michael David Goldberg

Økonomisk Institut

Publikation: Working paper › Forskning

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Abstract

Originalsprog	Engelsk
Udgiver	Department of Economics, University of Copenhagen
Antal sider	33
Status	Udgivet - 2002

Bibliografisk note

JEL Classification: F3

Adgang til dokumentet

DP 02-17Indsendt manuskript, 465 KB

Citationsformater

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