✦ LIBER ✦

Forward foreign exchange rates and risk premia—a reappraisal

✍ Scribed by Peter F. Pope; David A. Peel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stationary time-varying risk premia in f

✍ Philip A Shively 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 80 KB

Implied Foreign Exchange Risk Premia

✍ Nikolaos Panigirtzoglou 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 186 KB

Exchange Rate Expectations, the Forward

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

TIME-VARYING RISK PREMIA AND THE TERM ST

✍ D. A. PEEL; P. F. POPE 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 680 KB

Time-varying risk premia, imperfect info

✍ Rene M. Stulz 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 668 KB

Interest rate parity and foreign exchang

✍ Juan Ayuso; Fernando Restoy 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 856 KB