مرکز منطقه ای اطلاع رساني علوم و فناوري - Asset price based estimates of sterling exchange rate risk premia

Title of article :

Asset price based estimates of sterling exchange rate risk premia

Author/Authors :

Jan J.J. Groen، نويسنده , , Ravi Balakrishnan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

To page :

Keywords :

Exchange rate risk premia , Conditional linear factor models , Habitpersistence in consumption , Uncovered interest rate parity

Journal title :

Journal of International Money and Finance

Serial Year :

2006

Journal title :

Journal of International Money and Finance

Record number :

191505

Link To Document :