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

Research output: Working paper

Documents

  • DP 02-17

    Submitted manuscript, 465 KB, PDF document

  • Roman Frydman
  • Michael David Goldberg

 

Original languageEnglish
PublisherDepartment of Economics, University of Copenhagen
Number of pages33
Publication statusPublished - 2002

Number of downloads are based on statistics from Google Scholar and www.ku.dk


No data available

ID: 160597