Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Jeffrey Frankel
Journal of International Money and Finance, 1988, vol. 7, issue 1, 115-125
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (24)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0261-5606(88)90011-3
Full text for ScienceDirect subscribers only
Related works:
Working Paper: Recent Estimates of the Time-Variation in the Conditional Variance and in the Exchange Risk Premium (1988) 
Working Paper: Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium (1987) 
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:jimfin:v:7:y:1988:i:1:p:115-125
Access Statistics for this article
Journal of International Money and Finance is currently edited by J. R. Lothian
More articles in Journal of International Money and Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().