Foreign Exchange Risk Premia

Lynne Evans, Nathan Joseph and Turalay Kenc

No 310, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Exchange Rate; Foreign Exchange Rate Risk Premium; Recursive utility; Stochastic general equilibrium models (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-ifn
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Citations: View citations in EconPapers (3)

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