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://jda-test.zbw.eu/dataset/1aac5b57-0987-4086-8da3-aa51508a98b1/resource/3cac738e-a937-4538-a175-ef40a281787d/download/readme.sps.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
