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

Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0261-5606(88)90008-3
Full text for ScienceDirect subscribers only

Related works:
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) HTML/Text

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 Catherine Liu ().