Exchange rate returns, 'news', and risk premia

C.G. Koedijk, C.C.P. Wolff

Research output: Contribution to journalArticleProfessional

7 Downloads (Pure)
Original languageEnglish
Pages (from-to)127-134
Number of pages8
JournalEconomics Letters
Volume50
Issue number1
Publication statusPublished - 1996
Externally publishedYes

Cite this

Koedijk, C.G. ; Wolff, C.C.P. / Exchange rate returns, 'news', and risk premia. In: Economics Letters. 1996 ; Vol. 50, No. 1. pp. 127-134.
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Koedijk, CG & Wolff, CCP 1996, 'Exchange rate returns, 'news', and risk premia', Economics Letters, vol. 50, no. 1, pp. 127-134.

Exchange rate returns, 'news', and risk premia. / Koedijk, C.G.; Wolff, C.C.P.

In: Economics Letters, Vol. 50, No. 1, 1996, p. 127-134.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Exchange rate returns, 'news', and risk premia

AU - Koedijk, C.G.

AU - Wolff, C.C.P.

N1 - Pagination: 8

PY - 1996

Y1 - 1996

M3 - Article

VL - 50

SP - 127

EP - 134

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 1

ER -