Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	579-591
Number of pages	13
Journal	Weltwirtschaftliches Archiv
Volume	123
Issue number	4
DOIs	https://doi.org/10.1007/BF02708567
State	Published - Dec 1987

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title = "Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity",

author = "Taylor, \{Mark P.\}",

year = "1987",

month = dec,

doi = "10.1007/BF02708567",

language = "English",

volume = "123",

pages = "579--591",

journal = "Weltwirtschaftliches Archiv",

issn = "0043-2636",

number = "4",

}

TY - JOUR

T1 - Risk premia and foreign exchange

T2 - A multiple time series approach to testing uncovered interest-rate parity

AU - Taylor, Mark P.

PY - 1987/12

Y1 - 1987/12

UR - https://www.scopus.com/pages/publications/51249178769

U2 - 10.1007/BF02708567

DO - 10.1007/BF02708567

M3 - Article

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VL - 123

SP - 579

EP - 591

JO - Weltwirtschaftliches Archiv

JF - Weltwirtschaftliches Archiv

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ER -