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• W1982805212 abstract "The paper tests the hypothesis of a maturity-independent foreign exchange risk premium or equivalently of a constant elasticity of substitution of international assets across the maturity spectrum. The empirical findings indicate that elasticity of substitution is indeed a function of maturity. In addition, the premia are found to be a monotonic function of the maturity distance between assets." @default.
• W1982805212 created "2016-06-24" @default.
• W1982805212 creator A5063901764 @default.
• W1982805212 date "2005-12-15" @default.
• W1982805212 modified "2023-09-24" @default.
• W1982805212 title "The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test" @default.
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• W1982805212 doi "https://doi.org/10.11130/jei.2005.20.4.727" @default.
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