Recent Estimates of the Time-Variation in the Conditional Variance and in the Exchange Risk Premium
| Year of publication: |
1988-01-26
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|---|---|
| Authors: | Frankel, Jeffrey A. |
| Institutions: | Institute of Business and Economic Research (IBER), Walter A. Haas School of Business |
| Subject: | exchange risk premium | conditional variance | ARCH | options | Social and Behavioral Sciences | Business |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Department of Economics, UCB |
| Source: |
Persistent link: https://www.econbiz.de/10010677805