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

Time-varying risk premium in the foreign exchange market: assessing specification tests and measuring model-noise error
Time-varying risk premium in the foreign exchange market: assessing specification tests and measuring model-noise error
9212
University of Southampton
Chang, P.
eae144c1-159f-4f3e-b6d5-393cb921b637
Chang, P.
eae144c1-159f-4f3e-b6d5-393cb921b637

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

Record type: Monograph (Discussion Paper)

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Published date: January 1992

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Local EPrints ID: 33333
URI: http://eprints.soton.ac.uk/id/eprint/33333
PURE UUID: 0c3195d9-1c36-4f9f-97b8-3b535443bb35

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Date deposited: 28 Jan 2008
Last modified: 11 Dec 2021 15:20

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Contributors

Author: P. Chang

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