Recent Estimates of the Time-Variation in the Conditional Variance and in the Exchange Risk Premium

Jeffrey Frankel

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: exchange risk premium; conditional variance; ARCH; options; Social and Behavioral Sciences; Business (search for similar items in EconPapers)
Date: 1988-01-26
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Citations: View citations in EconPapers (23)

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Related works:
Journal Article: Recent estimates of 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)
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