مرکز منطقه ای اطلاع رساني علوم و فناوري - Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets

Title of article :

Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets

Author/Authors :

Chu-Sheng Tai، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

291

To page :

311

Keywords :

Currency risk premium , Multivariate GARCH , Forward premium puzzle

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2003

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189669

Link To Document :