Showing 11 - 20 of 28
Persistent link: https://www.econbiz.de/10001019319
Persistent link: https://www.econbiz.de/10001295874
Persistent link: https://www.econbiz.de/10001130518
Persistent link: https://www.econbiz.de/10001114301
Persistent link: https://www.econbiz.de/10001034066
Persistent link: https://www.econbiz.de/10001412844
Persistent link: https://www.econbiz.de/10001053503
Persistent link: https://www.econbiz.de/10000135919
Persistent link: https://www.econbiz.de/10001119826
The conditional capital asset pricing model is applied to foreign currency futures prices, covariance risk being measured relative to excess returns from a broadly diversified portfolio of equities. Positive time-varing risk premia are found in all five currencies tested when the difference...
Persistent link: https://www.econbiz.de/10013113912