RMB/USD forward exchange risk premium: an empirical research (Q3072866)
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scientific article; zbMATH DE number 5845902
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | RMB/USD forward exchange risk premium: an empirical research |
scientific article; zbMATH DE number 5845902 |
Statements
5 February 2011
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foreign exchange risk premium
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intertemporal capital asset pricing model
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bivariate GARCH-M model
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0.7892211675643921
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0.7606170177459717
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0.7526397705078125
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0.7480870485305786
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0.7352997660636902
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