Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
Richard K. Lyons
| Year of publication: |
1988
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|---|---|
| Authors: | Lyons, Richard K. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 7.1988, 1, p. 91-108
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| Subject: | Währungsderivat | Currency derivative | Theorie | Theory |
| 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/10001043582