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Excess Risk Premia of Asian Banks

โœ Scribed by Jianping (J.P.) Mei; Zheng Wang


Book ID
108565422
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
117 KB
Volume
1
Category
Article
ISSN
1369-412X

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The floating of a number of European currencies in 1992 -1993 created a new body of data on foreign exchange risk premia, or deviations from uncovered interest rate parity (UIP). In this paper, excess returns to investments in SEK, NOK, FIM, GBP, ITL and ESP against the DEM are investigated. First,