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://jda-test.zbw.eu/dataset/1aac5b57-0987-4086-8da3-aa51508a98b1/resource/c2da14e1-e42d-4975-b806-2852fe5fd134/download/sf.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
