Foreign exchange risk premia volatility once again
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference4 articles.
1. Forward and Spot Exchange Rates;Fama;Journal of Monetary Economics,1984
2. The Implication of Mean-Variance Optimization for Four Questions in International Finance;Frankel;Journal of International Money and Finance,1986
3. Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market;Giovannini;Journal of International Money and Finance,1987
4. Tests of the Foreign Exchange Risk Premium Using the Expected Second Moments Implied by Option Pricing;Lyons;Journal of International Money and Finance,1988
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1. Multivariate and Nonstationary Time Series Models;Developing Econometrics;2011-10-17
2. Financial Contagion and Investor "Learning": An Empirical Investigation;IMF Working Papers;2002
3. THE WORLD PRICE OF FOREIGN-EXCHANGE RISK;J FINANC;1995
4. The World Price of Foreign Exchange Risk;The Journal of Finance;1995-06
5. Chapter 37 Puzzles in international financial markets;Handbook of International Economics;1995
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