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
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074 |a 0443-B (online) 
086 0 |a FR 1.62:290 
099 |a Online Government Document 
100 1 |a Lyons, Richard K. 
245 1 0 |a Tests of the foreign exchange risk premium using the expected second moments implied by option pricing  |h [electronic resource] /  |c by Richard K. Lyons. 
260 |a [Washington, D.C. :  |b Board of Governors of the Federal Reserve System,  |c 1986] 
300 |a 1 online resource (40 p.) :  |b ill. 
490 1 |a International finance discussion papers ;  |v number 290 
500 |a Title from title screen (viewed on Nov. 5, 2012). 
500 |a "December 1986." 
504 |a Includes bibliographical references (p. 36-38). 
650 0 |a Foreign exchange  |x Mathematical models. 
650 0 |a Foreign exchange futures  |x Mathematical models. 
650 0 |a Risk  |x Mathematical models. 
650 0 |a Options (Finance)  |x Prices  |x Mathematical models. 
710 2 |a Board of Governors of the Federal Reserve System (U.S.) 
776 0 8 |i Print version:  |a Lyons, Richard K.  |t Tests of the foreign exchange risk premium using the expected second moments implied by option pricing  |w (OCoLC)15154653 
830 0 |a International finance discussion papers ;  |v 290. 
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