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FIML estimation of the dollar-deutschemark risk premium in a portfolio model · Study

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ArticleFIML estimation of the dollar-deutschemark risk premium in a portfolio model

Stanley W. Black1988

Article1988

FIML estimation of the dollar-deutschemark risk premium in a portfolio model

Stanley W. Black · Michael K. Salemi

23 citations·0/0 files stored·Journal of International Economics

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1980The Solution of Linear Difference Models under Rational Expectations 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1984Collapsing exchange-rate regimes 1985Conditional variance and the risk premium in the foreign exchange market 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?1984Exchange rates and international macroeconomics 1984The Specification and Influence of Asset Markets 1984An investigation of risk and return in forward foreign exchange

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Year1988

Typearticle

Published1988-11-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations23

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/0022-1996(88)90052-9

openalex_workW2069498449

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