Author: Koedijk K.G. Wolff C.C.P.
Publisher: Elsevier
ISSN: 0165-1765
Source: Economics Letters, Vol.50, Iss.1, 1996-01, pp. : 127-134
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
EMS exchange rate expectations and time-varying risk premia
By Nieuwland F.G.M.C. Verschoor W.F.C. C.P. Wolff C.
Economics Letters, Vol. 60, Iss. 3, 1998-09 ,pp. :
A multivariate GARCH model of risk premia in foreign exchange markets
Economic Modelling, Vol. 14, Iss. 1, 1997-01 ,pp. :
Fiscal expansion, monetary policy, interest rate risk premia, and wage reactions
Economic Modelling, Vol. 15, Iss. 4, 1998-10 ,pp. :
A comparison of MA and RSI returns with exchange rate intervention
By Shik Thomas C. Chong Terence Tai-Leung
Applied Economics Letters, Vol. 14, Iss. 5-6, 2007-04 ,pp. :