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Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data

Georges Prat () and Remzi Uctum ()

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Abstract: Forthcoming

Date: 2013
Note: View the original document on HAL open archive server: https://hal.parisnanterre.fr//hal-01385855
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Published in Journal of International Financial Markets, Institutions and Money, Elsevier, 2013, 23, pp.33 - 54

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Journal Article: Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data (2013) Downloads
Working Paper: Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data (2012)
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