Modelling risk premiums in equity and foreign exchange markets
By: by René Garcia and Maral Kichian.
Contributors: Kichian, Maral, 1965-; Bank of Canada.
Series: Bank of Canada working paper -- 2000-9; Working paper (Bank of Canada) -- 2000-9.
Publisher: Bank of Canada
Published: 2000
Place of publication: [Ottawa]
Language: eng
Number of pages: 42
Subjects: Foreign exchange rates -- Mathematical models.; Risk -- Mathematical models.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references: p. 40-42.

Includes abstract in French.