CONDITIONAL VARIANCE AND THE RISK PREMIUM IN THE FOREIGN-EXCHANGE MARKET

被引：213

作者：

DOMOWITZ, I ^{[1
]}

HAKKIO, CS ^{[1
]}

机构：

[1] FED RESERVE BANK KANSAS CITY,KANSAS CITY,MO 64198

来源：

JOURNAL OF INTERNATIONAL ECONOMICS | 1985年 / 19卷 / 1-2期

关键词：

D O I：

10.1016/0022-1996(85)90018-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：47 / 66

页数：20

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