Tests of the foreign exchange risk premium using the expected second moments implied by option pricing:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Washington, DC
Board of Governors of the Federal Reserve System
1986
|
| Series: | International finance discussion papers
290. |
| Subjects: | |
| Physical Description: | 40 S. graph. Darst. |
Staff View
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| id | DE-604.BV006045673 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:39:16Z |
| institution | BVB |
| language | English |
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| physical | 40 S. graph. Darst. |
| publishDate | 1986 |
| publishDateSearch | 1986 |
| publishDateSort | 1986 |
| publisher | Board of Governors of the Federal Reserve System |
| record_format | marc |
| series | International finance discussion papers |
| series2 | International finance discussion papers |
| spelling | Lyons, Richard K. Verfasser aut Tests of the foreign exchange risk premium using the expected second moments implied by option pricing Washington, DC Board of Governors of the Federal Reserve System 1986 40 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier International finance discussion papers 290. Mathematisches Modell Foreign exchange futures Mathematical models Foreign exchange Mathematical models Options (Finance) Prices Mathematical models Risk Mathematical models International finance discussion papers 290. (DE-604)BV004858255 290 |
| spellingShingle | Lyons, Richard K. Tests of the foreign exchange risk premium using the expected second moments implied by option pricing International finance discussion papers Mathematisches Modell Foreign exchange futures Mathematical models Foreign exchange Mathematical models Options (Finance) Prices Mathematical models Risk Mathematical models |
| title | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_auth | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_exact_search | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_full | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_fullStr | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_full_unstemmed | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_short | Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| title_sort | tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
| topic | Mathematisches Modell Foreign exchange futures Mathematical models Foreign exchange Mathematical models Options (Finance) Prices Mathematical models Risk Mathematical models |
| topic_facet | Mathematisches Modell Foreign exchange futures Mathematical models Foreign exchange Mathematical models Options (Finance) Prices Mathematical models Risk Mathematical models |
| volume_link | (DE-604)BV004858255 |
| work_keys_str_mv | AT lyonsrichardk testsoftheforeignexchangeriskpremiumusingtheexpectedsecondmomentsimpliedbyoptionpricing |