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Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. / Peel, David; Pope, P.
In: Manchester School, Vol. 63, No. 1, 03.1995, p. 69-81.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Peel, D & Pope, P 1995, 'Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates', Manchester School, vol. 63, no. 1, pp. 69-81. https://doi.org/10.1111/j.1467-9957.1995.tb00269.x

APA

Peel, D., & Pope, P. (1995). Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. Manchester School, 63(1), 69-81. https://doi.org/10.1111/j.1467-9957.1995.tb00269.x

Vancouver

Peel D, Pope P. Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. Manchester School. 1995 Mar;63(1):69-81. doi: 10.1111/j.1467-9957.1995.tb00269.x

Author

Peel, David ; Pope, P. / Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. In: Manchester School. 1995 ; Vol. 63, No. 1. pp. 69-81.

Bibtex

@article{7303cbed04084024846d9ef9689a9e68,
title = "Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates",
author = "David Peel and P. Pope",
year = "1995",
month = mar,
doi = "10.1111/j.1467-9957.1995.tb00269.x",
language = "English",
volume = "63",
pages = "69--81",
journal = "Manchester School",
issn = "1463-6786",
publisher = "Wiley-Blackwell",
number = "1",

}

RIS

TY - JOUR

T1 - Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates

AU - Peel, David

AU - Pope, P.

PY - 1995/3

Y1 - 1995/3

U2 - 10.1111/j.1467-9957.1995.tb00269.x

DO - 10.1111/j.1467-9957.1995.tb00269.x

M3 - Journal article

VL - 63

SP - 69

EP - 81

JO - Manchester School

JF - Manchester School

SN - 1463-6786

IS - 1

ER -