Excess returns, risk-premia and efficiency of the foreign exchange market : Indian experience in the post liberalisation period
Himanshu Joshi & Mridul Saggar
| Year of publication: |
1998
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|---|---|
| Authors: | Joshi, Himanshu |
| Other Persons: | Saggar, Mridul K. (contributor) |
| Published in: |
Occasional papers / Reserve Bank of India. - Mumbai : [Verlag nicht ermittelbar], ISSN 0972-7493, ZDB-ID 2077106-X. - Vol. 19.1998, 2, p. 129-151
|
| Subject: | CAPM | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Risikoprämie | Risk premium | US-Dollar | US dollar | Schätzung | Estimation | Theorie | Theory | Indien | India | Indische Rupie | Indian rupee | 1993-1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Reserve Bank of India occasional papers |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001255444