Open AccessForeign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors
Author(s) -
Seongman Moon
Publication year - 2018
Publication title -
east asian economic review
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.eaer.2018.22.4.351
Subject(s) - predictability , economics , rational expectations , risk premium , interest rate parity , foreign exchange , financial economics , monetary economics , econometrics , exchange rate , mathematics , statistics