readme.sps.txt
Creators:
Fabio Spagnolo
;
Zacharias Psaradakis
;
Martin Sola
From the dataset abstract
This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3d7d36e5-d325-44ec-8443-2bdbc77462ca/resource/1ca1043e-6fa3-45c4-84ab-4b97d21cf482/download/readme.sps.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
