Work

Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?

Year: 1990

Type: article

Source: Journal of International Economics

DOI: 10.1016/0022-1996(90)90049-r

Authors: Graciela Kaminsky, Rodrigo Peruga

Institutions: University of California San Diego, Indiana University Bloomington, Indiana University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2084745994

FWCI: 14.65

Cites: 43

Cited by: 118

Related to: 10