Can time-varying risk premiums explain the excess returns in the interest rate parity condition?

✍ Scribed by Aysun, Uluc; Lee, Sanglim

• Book ID: 122367915
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 864 KB
• Volume: 18
• Category: Article
• ISSN: 1566-0141
• DOI: 10.1016/j.ememar.2014.01.002