Does conditional covariance or conditional variance explain time varying risk premia in foreign exchange returns?
Tom K. Lee
| Year of publication: |
1988
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|---|---|
| Authors: | Lee, Tom Kwan-yau |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 4.1988, p. 371-373
|
| Subject: | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001051463