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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

  • Bakshi, Gurdip
  • Carr, Peter
  • Wu, Liuren

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 87 (2008)
Issue (Month): 1 (January)
Pages: 132-156

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Handle: RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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