Risk aversion, efficient markets and the forward exchange rate

Journal Article

Keywords: Interest rates; Foreign exchange rates; Foreign exchange futures;

Access Documents

File(s): File format is application/pdf https://files.stlouisfed.org/files/htdocs/publications/review/87/12/Risk_Dec1987.pdf

File(s): https://fraser.stlouisfed.org/scribd/?toc_id=499877&filepath=/docs/publications/frbslreview/rev_stls_198712.pdf&start_page=5#scribd-open

Provider: Federal Reserve Bank of St. Louis

Part of Series: Review

Publication Date: 1987

Issue: Dec

Pages: 5-13