Properties of foreign exchange risk premiums (2012)

First Author: Sarno L
Attributed to:  Understanding Exchange Rate Fluctuations: Macro Issues and Micro Data funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jfineco.2012.01.005

Publication URI: http://dx.doi.org/10.1016/j.jfineco.2012.01.005

Type: Journal Article/Review

Parent Publication: Journal of Financial Economics

Issue: 2