G12 - Asset Pricing; Trading volume; Bond Interest Rates - Bank of Canada
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2024-03-29T06:34:26+00:00
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Modelling Risk Premiums in Equity and Foreign Exchange Markets
https://www.bankofcanada.ca/2000/05/working-paper-2000-9/
The observed predictability of excess returns in equity and foreign exchange markets has largely been attributed to the presence of time-varying risk premiums in these markets. For example, excess equity returns were found to be explained by various financial and economic variables.
2000-05-07T16:06:53+00:00
en
Modelling Risk Premiums in Equity and Foreign Exchange Markets
2000-05-07
Exchange rates
Financial markets
Market structure and pricing
Working Paper 2000-9
https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-9.pdf
Modelling Risk Premiums in Equity and Foreign Exchange Markets
René Garcia
Maral Kichian
May 2000
E
E4
E44
F
F3
F31
G
G1
G12
G15