EconPapers    
Economics at your fingertips  
 

Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?

Graciela Kaminsky () and Rodrigo Peruga

Journal of International Economics, 1990, vol. 28, issue 1-2, 47-70

Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (32)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0022-1996(90)90049-R
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:inecon:v:28:y:1990:i:1-2:p:47-70

Access Statistics for this article

Journal of International Economics is currently edited by Gourinchas, Pierre-Olivier and Rodríguez-Clare, Andrés

More articles in Journal of International Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:inecon:v:28:y:1990:i:1-2:p:47-70