"An Examination of the Relationship between the Forward Exchange Risk Premium and Spot Rate Volatility" by Ali M Fatemi

Selected Works of Ali M Fatemi

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An Examination of the Relationship between the Forward Exchange Risk Premium and Spot Rate Volatility

The International Journal of Finance (1993)

Ali M Fatemi, DePaul University
Stephen P Dukas, Kansas State University
Tsong-Yue Lai

Disciplines

Finance and Financial Management

Publication Date

1993

Citation Information

Ali M Fatemi, Stephen P Dukas and Tsong-Yue Lai. "An Examination of the Relationship between the Forward Exchange Risk Premium and Spot Rate Volatility" The International Journal of Finance Vol. 5 Iss. 2 (1993)
Available at: http://works.bepress.com/alifatemi/20/