A note on the magnitude of risk premia
- 31 March 1988
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 7 (1) , 109-110
- https://doi.org/10.1016/0261-5606(88)90009-5
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- The implications of mean-variance optimization for four questions in international macroeconomicsJournal of International Money and Finance, 1986
- Conditional variance and the risk premium in the foreign exchange marketJournal of International Economics, 1985
- The Dazzling DollarBrookings Papers on Economic Activity, 1985
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982