Profits, risk, and uncertainty in foreign exchange markets
- 30 November 1993
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 32 (2) , 259-286
- https://doi.org/10.1016/0304-3932(93)90005-z
Abstract
No abstract availableAll Related Versions
This publication has 31 references indexed in Scilit:
- Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables RegressionsEconometrica, 1992
- A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate marketsJournal of International Money and Finance, 1990
- Equilibrium Exchange Rate HedgingThe Journal of Finance, 1990
- Risk premiums in the term structure: Evidence from artificial economiesJournal of Monetary Economics, 1989
- Risk premiums in asset prices and returnsEconometric Reviews, 1989
- Is it risk?Journal of Monetary Economics, 1988
- The term structure of euromarket interest rates: An empirical investigationJournal of Monetary Economics, 1987
- Consumption, production, inflation and interest rates: A synthesisJournal of Financial Economics, 1986
- Generalized autoregressive conditional heteroskedasticityJournal of Econometrics, 1986
- Conditional variance and the risk premium in the foreign exchange marketJournal of International Economics, 1985