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
University of Southampton
Chang, P.
eae144c1-159f-4f3e-b6d5-393cb921b637
January 1992
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
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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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Author:
P. Chang
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