Open AccessA Test of the Existence of the Risk Premium in the Foreign Exchange Market vs. the Hypothesis of Perfect Substitulability
Author(s) -
Jeffrey A. Frankel
Publication year - 1979
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1979.149
Subject(s) - imperfect , risk premium , economics , portfolio , foreign exchange market , capital asset pricing model , balance (ability) , foreign exchange , exchange rate , equity premium puzzle , foreign exchange risk , asset (computer security) , financial economics , market portfolio , interest rate parity , monetary economics , econometrics , computer science , medicine , philosophy , linguistics , computer security , physical medicine and rehabilitation
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