✦ LIBER ✦

The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets

✍ Scribed by Geert Bekaert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Volatility, Momentum, and Time-Varying S

✍ Timothy C. Johnson 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 794 KB

Volatility, Momentum, and Time-Varying S

✍ Johnson, Timothy C 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 553 KB

Time-Variation in Expected Returns

✍ Jennifer Conrad and Gautam Kaul 📂 Article 📅 1988 🏛 University of Chicago Press 🌐 English ⚖ 340 KB

Expectations and Rational Expectations i

✍ John T. Harvey and Stephen F. Quinn 📂 Article 📅 1997 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 281 KB

The volatility of asset returns during t

✍ Michael G. Hertzel; Coleman S. Kendall; Peter E. Kretzmer 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 621 KB

The long-run component of foreign exchan

✍ Du, Ding; Hu, Ou 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 744 KB