Exchange Risk Premia, Expectations Formation and News in the Mexican Peso / US Dollar Forward Exchange Rate Market

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	157-174
Journal	International Review of Financial Analysis
Volume	10
DOIs	https://doi.org/10.1016/S1057-5219(01)00044-8
Publication status	Published - 2001

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@article{08130d0dd49b4e8c9232db4ad5bb31fd,

title = "Exchange Risk Premia, Expectations Formation and News in the Mexican Peso / US Dollar Forward Exchange Rate Market",

author = "W.F.C. Verschoor and C.C.P. Wolff",

year = "2001",

doi = "10.1016/S1057-5219(01)00044-8",

language = "English",

volume = "10",

pages = "157--174",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier Inc.",

}

TY - JOUR

T1 - Exchange Risk Premia, Expectations Formation and News in the Mexican Peso / US Dollar Forward Exchange Rate Market

AU - Verschoor, W.F.C.

AU - Wolff, C.C.P.

PY - 2001

Y1 - 2001

U2 - 10.1016/S1057-5219(01)00044-8

DO - 10.1016/S1057-5219(01)00044-8

M3 - Article

SN - 1057-5219

VL - 10

SP - 157

EP - 174

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

ER -