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Tests of the foreign exchange risk premium using the expected second moments implied by option pricing /

Bibliographic Details
Main Author:	Lyons, Richard K.
Corporate Author:	Board of Governors of the Federal Reserve System (U.S.)
Format:	Government Document eBook
Language:	English
Published:	[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1986]
Series:	International finance discussion papers ; 290.
Subjects:	Foreign exchange > Mathematical models. Foreign exchange futures > Mathematical models. Risk > Mathematical models. Options (Finance) > Prices > Mathematical models.
Online Access:	https://purl.fdlp.gov/GPO/gpo30902

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