Πλοήγηση Επιστημονικές Δημοσιεύσεις Μελών ΠΘ (ΕΔΠΘ) ανά Συγγραφέα "MacDonald, R."
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Aggregate and disaggregate measures of the foreign exchange risk premium
Chionis, D.; MacDonald, R. (2002)Using a disaggregate survey database, this paper reexamines the issue of the existence of a time-varying risk premia in three foreign exchange markets. Previous research on this topic has utilised a consensus measure of ...