✦ LIBER ✦

Risk premia on foreign exchange: a direct approach

✍ Scribed by Kyung-Chun Mun; George Emir Morgan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Implied Foreign Exchange Risk Premia

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

Estimates of foreign exchange risk premi

✍ Lorenzo Cappiello; Nikolaos Panigirtzoglou 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 313 KB

Foreign exchange risk premia volatility

✍ Alberto Giovannini; Philippe Jorion 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 182 KB

Financial amplification of foreign excha

✍ Tobias Adrian; Erkko Etula; Jan J.J. Groen 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 638 KB

Forward foreign exchange rates and risk

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

Unconventional preferences: do they expl

✍ Anne Sibert 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 977 KB