مرکز منطقه ای اطلاع رساني علوم و فناوري - Stationary time-varying risk premia in forward foreign exchange rates

Title of article :

Stationary time-varying risk premia in forward foreign exchange rates

Author/Authors :

Philip A. Shively، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

273

To page :

288

Keywords :

Forward foreign exchange rates , Time-varying risk premia , Pointwise most powerful invariant , Nonstationary , Stationary

Journal title :

Journal of International Money and Finance

Serial Year :

2000

Journal title :

Journal of International Money and Finance

Record number :

191238

Link To Document :