The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets
- 1 October 1995
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 13 (4) , 397
- https://doi.org/10.2307/1392385
Abstract
This article analyzes the time variation in conditional means and variances of monthly and quarterly excess dollar returns on Eurocurrency investiments. All res...Keywords
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