Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations
收藏NBER1985-07-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w1672
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资源简介:
Survey data provide a measure of exchange rate expectations that is superior to the commonly-used forward exchange rate in the respect that it does notinclude a risk premium. We use survey data and the technique of bootstrapping to test a number of propositions of interest. We are able to reject
提供机构:
美国国家经济研究局
创建时间:
1985-07-01



