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

Saved in:
Bibliographic Details
Main Author: Lyons, Richard K.
Corporate Author: Board of Governors of the Federal Reserve System (U.S.)
Format: Government Document Electronic eBook
Published: [Washington, D.C. : Board of Governors of the Federal Reserve System, 1986]
Series:International finance discussion papers ; 290.
Online Access:CONNECT
Item Description:Title from title screen (viewed on Nov. 5, 2012).
"December 1986."
Physical Description:1 online resource (40 p.) : ill.
Bibliography:Includes bibliographical references (p. 36-38).