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Efficiency and the Risk Premium in the Forward Exchange Market

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Author Info
Merino, S.A.
Abstract

This paper tests the existence of a risk premium in the one-month and three-month forward exchange markets.

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Publisher Info
Paper provided by University of Geneva, Department of Political Economy in its series University of Geneva Economics Working Papers with number 97.06.

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Length: 21 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:fth:geneec:97.06

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Postal: Uni Mail, 102 Bd Carl-Vogt, CH-1211 Gen�ve 4
Phone: (+ 41 22) 705-8263
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Web page: http://www.unige.ch/ses/ecopo/
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Related research
Keywords: FINANCIAL MARKET UNIT ROOTS RISK

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
F31 - International Economics - - International Finance - - - Foreign Exchange
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

Statistics
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This page was last updated on 2008-7-2.

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