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Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples

Journal of Monetary Economics, 30(2): 217--253, 1992.
Authors: Robert E. Cumby and John Huizinga
URL: http://www.sciencedirect.com/science/article/B6VBW-45KNKH8-4/1/a17f16db43de79232ea431ceea36b55b
Tags: imported
| URL | BibTeX  
@article{Cumby1992,
title = {Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples},
author = {Robert E. Cumby and John Huizinga},
journal = {Journal of Monetary Economics},
month = {Nov},
number = {2},
pages = {217--253},
url = {http://www.sciencedirect.com/science/article/B6VBW-45KNKH8-4/1/a17f16db43de79232ea431ceea36b55b},
volume = {30},
year = {1992},
keywords = {imported }
}