Time-varying risk premia, volatility, and technical trading rule profits : evidence from foreign currency futures markets
Year of publication: |
1996
|
---|---|
Authors: | Kho, Bong-Chan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 41.1996, 2, p. 249-290
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Volatilität | Volatility | CAPM | USA | United States | 1980-1991 |
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