Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
Year of publication: |
1988
|
---|---|
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
|
Subject: | Währungsderivat | Currency derivative | Theorie | Theory |
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