On Time-series Properties of Time-varying Risk Premium in the Yen

On Time-series Properties of Time-varying Risk Premium in the Yen
Author: Fabio Canova
Publisher:
Total Pages: 16
Release: 1988
Genre:
ISBN:


Download On Time-series Properties of Time-varying Risk Premium in the Yen Book in PDF, Epub and Kindle


On Time-series Properties of Time-varying Risk Premium in the Yen
Language: en
Pages: 16
Authors: Fabio Canova
Categories:
Type: BOOK - Published: 1988 - Publisher:

GET EBOOK

On Time-series Properties of Time-varying Risk Premium in the Yen/dollar Exchange Market
Language: en
Pages: 52
Authors: Fabio Canova
Categories: Foreign exchange
Type: BOOK - Published: 1988 - Publisher:

GET EBOOK

The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calcu
On Time-series Properties of Time-varying Risk Premium in the Yen/Dollar Exchange Market
Language: en
Pages:
On Time-Series Properties of Time-Varying Risk Premium in the Yen
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 1991 - Publisher:

GET EBOOK

Time-varying Risk Perceptions and the Pricing of Risky Assets
Language: en
Pages: 76
Authors: Benjamin M. Friedman
Categories: Assets (Accounting)
Type: BOOK - Published: 1988 - Publisher:

GET EBOOK

Empirical results based on two different statistical approaches lead to several conclusions about the role of time-varying asset risk assessments in accounting