On Time-series Properties of Time-varying Risk Premium in the Yen

On Time-series Properties of Time-varying Risk Premium in the Yen
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Total Pages : 16
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ISBN-10 : OCLC:465102597
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Book Synopsis On Time-series Properties of Time-varying Risk Premium in the Yen by : Fabio Canova

Download or read book On Time-series Properties of Time-varying Risk Premium in the Yen written by Fabio Canova and published by . This book was released on 1988 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Time-series Properties of Time-varying Risk Premium in the Yen Related Books

On Time-series Properties of Time-varying Risk Premium in the Yen
Language: en
Pages: 16
Authors: Fabio Canova
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Type: BOOK - Published: 1988 - Publisher:

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On Time-series Properties of Time-varying Risk Premium in the Yen/dollar Exchange Market
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The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calcu
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Time-varying Risk Perceptions and the Pricing of Risky Assets
Language: en
Pages: 76
Authors: Benjamin M. Friedman
Categories: Assets (Accounting)
Type: BOOK - Published: 1988 - Publisher:

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Empirical results based on two different statistical approaches lead to several conclusions about the role of time-varying asset risk assessments in accounting