✦ LIBER ✦

Distribution of Spot and Forward Exchange Rates: Empirical Evidence and Investor Valuation of Skewness and Kurtosis

✍ Scribed by Raj Aggarwal

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Spot and forward exchange rates as predi

✍ Peggy E. Swanson 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 741 KB

The information content of implied volat

✍ Patrick Navatte; Christophe Villa 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 444 KB

An Empirical Comparison of Forward-Rate

✍ Wolfgang Bühler; Marliese Uhrig-Homburg; Ulrich Walter; Thomas Weber 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 215 KB

Forward exchange rates as unbiased predi

✍ HeeJoon Kang 📂 Article 📅 1992 🏛 Springer US 🌐 English ⚖ 802 KB

A Fractional Cointegration Approach to T

✍ Abul M.M. Masih; Rumi Masih 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 141 KB