Open AccessTests of the Foreign Exchange Risk Premium Using the Expected Second Moments Implied by Option Pricing
Author(s) -
Richard K. Lyons
Publication year - 1986
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1986.290
Subject(s) - risk premium , portfolio , currency , economics , econometrics , balance (ability) , exchange rate , foreign exchange , valuation of options , foreign exchange risk , expected return , financial economics , monetary economics , medicine , physical medicine and rehabilitation
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