Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
Richard Lyons ()
Journal of International Money and Finance, 1988, vol. 7, issue 1, 91-108
References: Add references at CitEc
Citations: View citations in EconPapers (15) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
Working Paper: Tests of the foreign exchange risk premium using the expected second moments implied by option pricing (1986)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:7:y:1988:i:1:p:91-108
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 Haili He ().