The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data
Year of publication: |
2008
|
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Authors: | Prat, Georges ; Uctum, Remzi |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | risk premium | foreign exchange market | international asset pricing model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2008-2 39 pages |
Classification: | D84 - Expectations; Speculations ; E44 - Financial Markets and the Macroeconomy ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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