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Long Memory Risk Premia in Exchange Rates’

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

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Long Memory Risk Premia in Exchange Rates’. / Byers, J.D.; Peel, David.
In: Manchester School, Vol. 64, No. 4, 12.1996, p. 421-438.

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

Harvard

Byers, JD & Peel, D 1996, 'Long Memory Risk Premia in Exchange Rates’', Manchester School, vol. 64, no. 4, pp. 421-438. https://doi.org/10.1111/j.1467-9957.1996.tb00496.x

APA

Byers, J. D., & Peel, D. (1996). Long Memory Risk Premia in Exchange Rates’. Manchester School, 64(4), 421-438. https://doi.org/10.1111/j.1467-9957.1996.tb00496.x

Vancouver

Byers JD, Peel D. Long Memory Risk Premia in Exchange Rates’. Manchester School. 1996 Dec;64(4):421-438. doi: 10.1111/j.1467-9957.1996.tb00496.x

Author

Byers, J.D. ; Peel, David. / Long Memory Risk Premia in Exchange Rates’. In: Manchester School. 1996 ; Vol. 64, No. 4. pp. 421-438.

Bibtex

@article{7ad4150c4eca4dce96b53c5fe90c8d7f,
title = "Long Memory Risk Premia in Exchange Rates{\textquoteright}",
author = "J.D. Byers and David Peel",
year = "1996",
month = dec,
doi = "10.1111/j.1467-9957.1996.tb00496.x",
language = "English",
volume = "64",
pages = "421--438",
journal = "Manchester School",
issn = "1463-6786",
publisher = "Wiley-Blackwell",
number = "4",

}

RIS

TY - JOUR

T1 - Long Memory Risk Premia in Exchange Rates’

AU - Byers, J.D.

AU - Peel, David

PY - 1996/12

Y1 - 1996/12

U2 - 10.1111/j.1467-9957.1996.tb00496.x

DO - 10.1111/j.1467-9957.1996.tb00496.x

M3 - Journal article

VL - 64

SP - 421

EP - 438

JO - Manchester School

JF - Manchester School

SN - 1463-6786

IS - 4

ER -