Time-varying risk premium in the foreign exchange market: assessing specification tests and measuring model-noise error


Chang, P. (1992) Time-varying risk premium in the foreign exchange market: assessing specification tests and measuring model-noise error. Southampton, UK, University of Southampton (Discussion Papers in Economics and Econometrics 9212).

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Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects: H Social Sciences > HG Finance
H Social Sciences > HA Statistics
Divisions : University Structure - Pre August 2011 > School of Social Sciences > Economics
ePrint ID: 33333
Accepted Date and Publication Date:
Status
January 1992Made publicly available
Date Deposited: 28 Jan 2008
Last Modified: 31 Mar 2016 11:59
URI: http://eprints.soton.ac.uk/id/eprint/33333

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