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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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Miles R. Cook, 1989. "Macroeconomic Policy Changes and the Forward Exchange Premium," The American Economist, Sage Publications, vol. 33(1), pages 69-79, March.
    6. 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.).
    7. 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.

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