Work

Can currency risk be a source of risk premium in explaining forward premium puzzle?

Year: 2003

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/s1042-4431(03)00010-6

Author: Chu-Sheng Tai

Institution: Texas A&M University – Kingsville

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1568907593

FWCI: 0.55

Cites: 69

Cited by: 23

Related to: 10