Tests of the foreign exchange risk premium using the expected second moments implied by option pricing

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Bibliographic Details
Main Author: Lyons, Richard K.
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, 1986]
Series:International finance discussion papers ; 290.
Subjects:
Online Access:CONNECT