The determinants of risk premia in forward foreign exchange (FX) markets
Year of publication: |
2014
|
---|---|
Authors: | Chouikh, Aziz ; Trabelsi, Abdelwahed |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 5.2014, 2, p. 19-28
|
Subject: | ARMA | ARCH-M | liquidity | forward risk premia | multimarket hypothesis | single market hypothesis | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Theorie | Theory | Devisenmarkt | Foreign exchange market | Schätzung | Estimation |
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