The risk premium in the market for forward foreign exchange
Saved in:
Main Author: | Sibert, Anne C. |
---|---|
Corporate Author: | Board of Governors of the Federal Reserve System (U.S.) |
Format: | Government Document Electronic eBook |
Language: | English |
Published: |
[Washington, D.C. :
Board of Governors of the Federal Reserve System,
1982]
|
Series: | International finance discussion papers ;
211. |
Subjects: | |
Online Access: | CONNECT CONNECT |
Similar Items
-
The modern theory of forward foreign exchange some new consistent estimates under rational expectations /
by: Glaessner, Thomas C.
Published: (1982) -
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
by: Lyons, Richard K.
Published: (1986) -
Expectations and the foreign exchange market /
by: Hakkio, Craig S. 1952-
Published: (2017) -
The foreign exchange market : theory and econometric evidence /
by: Baillie, Richard.
Published: (1989) -
Pricing foreign exchange options : incorporating purchasing power parity /
by: Yeung, David.
Published: (1998)