Olesia Kozlova

American University of Paris

Assistant Professor of Economics

31 Avenue Bosquet

Paris, 75007

France

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Scholarly Papers (1)

1.

Are Currency Returns Really Predictable?: Unforeseeable Structural Change and the Forward Rate Anomaly

Number of pages: 26 Posted: 22 Oct 2016 Last Revised: 29 Mar 2017
Michael D. Goldberg and Olesia Kozlova
University of New Hampshire and American University of Paris
Downloads 139 (316,879)
Citation 2

Abstract:

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Asset Returns, Predictability, Structural Change, Risk, Knightian Uncertainty