Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment
收藏NBER1993-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4544
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资源简介：
The paper reviews the theoretical foundations of the use of forward interest rates to infer expected future rates of interest, inflation, currency depreciation and inflation differentials. Forward rates are related to these expected future variables via combinations of term, inflation and foreign
提供机构：
美国国家经济研究局
创建时间：
1993-11-01
