International parity relationships and tests for risk premia in forward foreign exchange rates
By: by Bruce G. Resnick, Glen A. Larsen, Jr.
Contributors: Larsen, Glen A.
Series: Discussion paper / Indiana Center for Global Business, the School of Business, Indiana University ;; #50; Discussion paper (Indiana University. Indiana Center for Global Business) ;; #50.
Publisher: Indiana Center for Global Business, School of Business, Indiana University
Published: 1990
Place of publication: Bloomington, IN (10th and Fee La., Bloomington 47405)
Language: eng
Number of pages: 16
Subjects: Foreign exchange futures.; Risk -- Mathematical models.; Interest rates -- Mathematical models.; Time-series analysis -- Mathematical models.
Notes: Includes bibliographical references (p. [18-19]).
"December 1990."