An Investigation of Risk and Return in Forward Foreign Exchange
收藏NBER1983-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1180
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资源简介：
This paper examines the determination of risk premiums in foreign exchange markets. The statistical model is based on a theoretical model of asset pricing, which leads to severe cross-equation constraints. Statistical tests lead to a rejection of these constraints. We examine the robustness of these
提供机构：
美国国家经济研究局
创建时间：
1983-08-01
