Equity Variance Risk Premium on FX

Equity Variance Risk Premium on FX
Author :
Publisher :
Total Pages : 74
Release :
ISBN-10 : OCLC:861790887
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Equity Variance Risk Premium on FX by : Chung Ma

Download or read book Equity Variance Risk Premium on FX written by Chung Ma and published by . This book was released on 2013 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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I use forward-looking information available in stock market volatility indices to predict forex returns. In particular, I find that equity variance risk premium