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Tests of the hypothesis of the existence of risk premium in the foreign exchange market

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  • Park, Keehwan

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  • Park, Keehwan, 1984. "Tests of the hypothesis of the existence of risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 3(2), pages 169-178, August.
    • Handle: RePEc:eee:jimfin:v:3:y:1984:i:2:p:169-178
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    Cited by:

    1. Frankel, Jeffrey A., 1986. "The implications of mean-variance optimization for four questions in international macroeconomics," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages 53-75, March.
    2. Bandopadhyaya, Arindam, 1991. "Speculative efficiency and risk premium in the market for foreign exchange : In search of the true specification," Economics Letters, Elsevier, vol. 36(3), pages 299-304, July.
    3. 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.
    4. Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2009. "Monetary Policy Shocks and Portfolio Choice," Working Paper Series 1122, European Central Bank.

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