Foreign exchange risk premia volatility once again
- 31 March 1988
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 7 (1) , 111-113
- https://doi.org/10.1016/0261-5606(88)90010-1
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Tests of the foreign exchange risk premium using the expected second moments implied by option pricingJournal of International Money and Finance, 1988
- Interest rates and risk premia in the stock market and in the foreign exchange marketJournal of International Money and Finance, 1987
- The implications of mean-variance optimization for four questions in international macroeconomicsJournal of International Money and Finance, 1986
- Forward and spot exchange ratesJournal of Monetary Economics, 1984