On biases in the measurement of foreign exchange risk premiums-Reference-Cited by-同舟云学术

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On biases in the measurement of foreign exchange risk premiums

Published:1993-04 Issue:2 Volume:12 Page:115-138
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Bekaert Geert,Hodrick Robert J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Advanced Econometrics;Amemiya,1985

2. The Massage in Daily Exchange Rates: A Conditional Variance Tale;Baillie;Journal of Business and Economic Statistics,1989

3. A Multivariate Generalized ARCH Approach to Modelling Risk Premia in Forward Foreign Exchange Markets;Baillie;Journal of International Money and Finance,1990

4. Exchange-Rate Volatility and Deviations from Unbiasedness in a Cash-in-Advance Model;Bekaert,1992

5. The Speculative Efficiency Hypothesis;Bilson;Journal of Business,1981

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