Title of article
Asset return dynamics and the FX risk premium in a decentralized dealer market
Author/Authors
Alexis Derviz، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2004
Pages
38
From page
747
To page
784
Keywords
FX microstructure , Optimizing dealer , Uncovered parity , Di5usion uncertainty
Journal title
European Economic Review
Serial Year
2004
Journal title
European Economic Review
Record number
151690
Link To Document