✦ LIBER ✦

Exchange rate returns, ‘news’, and risk premia

✍ Scribed by Kees G Koedijk; Christian C.P Wolff

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-varying market, interest rate, and

✍ Chu-Sheng Tai 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 144 KB

LONG-MEMORY RISK PREMIA IN EXCHANGE RATE

✍ J. D. BYERS; D. A. PEEL 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 745 KB

Bond risk premia, macroeconomic fundamen

✍ Marcello Pericoli; Marco Taboga 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 504 KB

EMS exchange rate expectations and time-

✍ Frederick G.M.C. Nieuwland; Willem F.C. Verschoor; Christian C.P. Wolff 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 38 KB

Forward foreign exchange rates and risk

✍ Peter F. Pope; David A. Peel 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 924 KB

Exchange Rate Expectations, the Forward

✍ Marianne Nessen 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 358 KB