✦ LIBER ✦

A multivariate GARCH model of risk premia in foreign exchange markets

✍ Scribed by Dimitrios Malliaropulos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation and simulation of risk premia

✍ Inbae Kim; Michael K. Salemi 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 107 KB

On time varying risk premia in the forei

✍ Nelson C. Mark 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 979 KB

Estimates of foreign exchange risk premi

✍ Lorenzo Cappiello; Nikolaos Panigirtzoglou 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 313 KB

MODELLING RISK IN THE INTERWAR FOREIGN E

✍ PATRICIA FRASER; MARK P. TAYLOR 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 876 KB

Time-varying risk premia in foreign exch

✍ Chu-Sheng Tai 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 150 KB

Monetary policy regime changes and the r

✍ Seungmook Choi; Benjamin J.C. Kim 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 424 KB