Exchange rate expectations and the risk premium
Subtitle: tests for a cross-section of 17 currencies
By: Jeffrey Frankel, Menzie Chinn.
Contributors: Chinn, Menzie David.; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3806; Working paper series (National Bureau of Economic Research) -- working paper no. 3806.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 16
Subjects: Foreign exchange -- Econometric models.; Monetary policy.
Notes: "August 1991."

Includes bibliographical references (p. 11-12).