𝔖 Bobbio Scriptorium
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Risk Premia in Foreign Currency Futures: A Reexamination

✍ Scribed by Yiuman Tse; G. Geoffrey Booth


Book ID
114758818
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
589 KB
Volume
31
Category
Article
ISSN
0732-8516

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Risk–return relationships in foreign-cur
✍ Li-Ming Han; Onem Ozocak 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB

## Abstract This study uses the tick data for foreign‐currency futures to examine risk–return relationships on macroeconomic announcements. This study—different from previous studies—examines the risk–return relationship by capturing the announcement effect on returns with announcement surprises an