Long-memory risk premia in exchange rates

Manchester School

Volumn 64, Issue 4, 1996, Pages 421-438

  Byers, J D ^a   Peel, D A ^b  

^a CARDIFF UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040827038     PISSN: 14636786     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9957.1996.tb00496.x     Document Type: Article

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