sf.dat
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...
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3d7d36e5-d325-44ec-8443-2bdbc77462ca/resource/ef5d70a3-24fc-4c64-ae1c-72eb17b1c99f/download/sf.dat |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
