✦ LIBER ✦

Estimation and simulation of risk premia in equity and foreign exchange markets

✍ Scribed by Inbae Kim; Michael K. Salemi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-varying risk premia in foreign exch

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

A multivariate GARCH model of risk premi

✍ Dimitrios Malliaropulos 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 929 KB

Foreign exchange risk pricing and equity

✍ Odongo Kodongo; Kalu Ojah 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 317 KB

The interrelatedness of global equity ma

✍ Peggy E. Swanson 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 206 KB

The pricing of foreign exchange risk in

✍ Amalia Di Iorio; Robert Faff 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 124 KB

Modeling common volatility characteristi

✍ Gregory Koutmos; Johan Knif; George C. Philippatos 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 149 KB