Exchange rate expectations and risk premia in the European Monetary System: 1985-1991

S.M.F.G. Cavaglia, C.G. Koedijk, P.J.G. Vlaar

Research output: Contribution to journalArticleProfessional

25 Downloads (Pure)
Original languageEnglish
Pages (from-to)347-360
Number of pages14
JournalOpen Economies Review
Volume5
Issue number4
Publication statusPublished - 1994
Externally publishedYes

Cite this

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title = "Exchange rate expectations and risk premia in the European Monetary System: 1985-1991",
author = "S.M.F.G. Cavaglia and C.G. Koedijk and P.J.G. Vlaar",
note = "Pagination: 14",
year = "1994",
language = "English",
volume = "5",
pages = "347--360",
journal = "Open Economies Review",
issn = "0923-7992",
publisher = "Springer Netherlands",
number = "4",

}

Exchange rate expectations and risk premia in the European Monetary System : 1985-1991. / Cavaglia, S.M.F.G.; Koedijk, C.G.; Vlaar, P.J.G.

In: Open Economies Review, Vol. 5, No. 4, 1994, p. 347-360.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Exchange rate expectations and risk premia in the European Monetary System

T2 - 1985-1991

AU - Cavaglia, S.M.F.G.

AU - Koedijk, C.G.

AU - Vlaar, P.J.G.

N1 - Pagination: 14

PY - 1994

Y1 - 1994

M3 - Article

VL - 5

SP - 347

EP - 360

JO - Open Economies Review

JF - Open Economies Review

SN - 0923-7992

IS - 4

ER -