Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?. Kaminsky, G. & Peruga, R. Journal of International Economics, 28(1-2):47--70, 1990.
Paper bibtex @article{Kaminsky1990,
author = {Kaminsky, Graciela and Peruga, Rodrigo},
interhash = {975d1900fbd7626dc642a710b852f595},
intrahash = {1ca20bd7c60c8dfba3f2e98e25716876},
journal = {Journal of International Economics},
month = Feb,
number = {1-2},
pages = {47--70},
title = {Can a time-varying risk premium explain excess returns in the forward
market for foreign exchange?},
url = {http://www.sciencedirect.com/science/article/B6V6D-45BC67X-2N/1/0394049066a4453d156a22ed00004391},
volume = 28,
year = 1990
}
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