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Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T., (2022)
The equilibrium risk premium on the forward market for foreign currency
Broll, Udo, (1996)
An empirical examination of risk premiums in the Indian currency futures market
Kumar, Satish, (2018)
Asset price dynamics, volatility, and prediction
Taylor, Stephen, (2005)
The behaviour of futures prices over time
Taylor, Stephen, (1985)
Forecasting the volatility of currency exchange rates
Taylor, Stephen, (1987)