On Expectations and Risk Premia in Foreign Exchange Markets

On Expectations and Risk Premia in Foreign Exchange Markets
Author: Lorenzo Giorgianni
Publisher:
Total Pages: 400
Release: 1996
Genre:
ISBN:
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On Expectations and Risk Premia in Foreign Exchange Markets
Language: en
Pages: 400

On Expectations and Risk Premia in Foreign Exchange Markets

Authors: Lorenzo Giorgianni
Categories:
Type: BOOK - Published: 1996 - Publisher:

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Efficiency and Risk Premia in Foreign Exchange Markets
Language: en
Pages: 52

Efficiency and Risk Premia in Foreign Exchange Markets

Authors: Juan Ayuso
Categories: Capital assets pricing model
Type: BOOK - Published: 1993 - Publisher:

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On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market
Language: en
Pages: 14

On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market

Authors: Nikitas Pittis
Categories:
Type: BOOK - Published: 1990 - Publisher:

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Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market
Language: en
Pages: 40

Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market

Authors: Alberto Giovannini
Categories: Capital assets pricing model
Type: BOOK - Published: 1986 - Publisher:

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Currency Risk Premia in Global Stock Markets
Language: en
Pages: 32

Currency Risk Premia in Global Stock Markets

Authors: Shaun K. Roache
Categories: Business & Economics
Type: BOOK - Published: 2006-08 - Publisher: International Monetary Fund

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Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced