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On the presence of risk premiums in foreign exchange markets

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  • Cosset, Jean-Claude

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  • Cosset, Jean-Claude, 1984. "On the presence of risk premiums in foreign exchange markets," Journal of International Economics, Elsevier, vol. 16(1-2), pages 139-154, February.
    • Handle: RePEc:eee:inecon:v:16:y:1984:i:1-2:p:139-154
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    Cited by:

    1. Anthony J. Richards, 1991. "The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?," RBA Research Discussion Papers rdp9107, Reserve Bank of Australia.
    2. Warren J. Tease, 1988. "Speculative Efficiency and the Exchange Rate: Some Evidence Since the Float," The Economic Record, The Economic Society of Australia, vol. 64(1), pages 2-13, March.
    3. Miles R. Cook, 1989. "Macroeconomic Policy Changes and the Forward Exchange Premium," The American Economist, Sage Publications, vol. 33(1), pages 69-79, March.
    4. Fabio Canova & Takatoshi Ito, 1988. "On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market," NBER Working Papers 2678, National Bureau of Economic Research, Inc.
    5. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.).
    6. Caporale, Tony, 1998. "The impact of monetary regime changes: Some exchange rate evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 35(1), pages 85-94, March.
    7. Peggy Swanson, 1998. "Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 129-138, June.

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