Efficiency and Risk Premia in Foreign Exchange Markets

Efficiency and Risk Premia in Foreign Exchange Markets
Author: Juan Ayuso
Publisher:
Total Pages: 52
Release: 1993
Genre: Capital assets pricing model
ISBN:


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Efficiency and Risk Premia in Foreign Exchange Markets
Language: en
Pages: 52
Authors: Juan Ayuso
Categories: Capital assets pricing model
Type: BOOK - Published: 1993 - Publisher:

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Risk Premia in Foreign Exchange Markets
Language: en
Pages: 130
Authors: Wen-he Lu
Categories: Foreign exchange
Type: BOOK - Published: 1986 - Publisher:

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We have attempted to test the existence of time-varying risk premia in foreign exchange markets under two models that we have developed in this dissertation. Th
Currency Risk Premia in Global Stock Markets
Language: en
Pages: 32
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
The World Price of Foreign Exchange Risk
Language: en
Pages: 64
Authors: Bernard Dumas
Categories: Capital assets pricing model
Type: BOOK - Published: 1993 - Publisher:

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We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which the
On Expectations and Risk Premia in Foreign Exchange Markets
Language: en
Pages: 400
Authors: Lorenzo Giorgianni
Categories:
Type: BOOK - Published: 1996 - Publisher:

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