✦ LIBER ✦

A joint test of risk premia in exchange rates and rational expectations

✍ Scribed by M.Ercan Kumcu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exchange Rate Expectations, the Forward

✍ Marianne Nessen 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 358 KB

LONG-MEMORY RISK PREMIA IN EXCHANGE RATE

✍ J. D. BYERS; D. A. PEEL 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 745 KB

Exchange rate expectations and risk prem

✍ Stefano M. F. G. Cavaglia; Kees G. Koedijk; Peter J. G. Vlaar 📂 Article 📅 1994 🏛 Springer US 🌐 English ⚖ 921 KB

Tests of rational expectations and no ri

✍ David A. Hsieh 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 620 KB

TIME-VARYING RISK PREMIA AND THE TERM ST

✍ D. A. PEEL; P. F. POPE 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 680 KB

Risk premia and foreign exchange: A mult

✍ Taylor, Mark P. 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 667 KB