Byrne, Joseph P.; Nagayasu, Jun - Department of Economics, Adam Smith Business School - 2008
Economies, Exchange Risk
Premiums, Common Factors.
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Byrne … to
distinguish the common and idiosyncratic foreign exchange risk premiums, and sets this
paper apart from previous ….
<<Table 1>>
Table 1 provides the basic statistical summary of our foreign exchange risk premiums
and their components …