Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123973921> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W3123973921 abstract "The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calculate a risk premium series in the foreign exchange market. The risk premium series is volatile and time-varying. The hypothesis of no risk premium is strongly rejected for the entire sample and each of the two subsamples considered. Various tests using the constructed risk premium series suggest that a risk premium existed but it was neither constant nor stable over subsamples and that its volatility was considerably reduced after October 1982." @default.
- W3123973921 created "2021-02-01" @default.
- W3123973921 creator A5021559671 @default.
- W3123973921 creator A5030261519 @default.
- W3123973921 date "1988-08-01" @default.
- W3123973921 modified "2023-09-25" @default.
- W3123973921 title "On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market" @default.
- W3123973921 hasPublicationYear "1988" @default.
- W3123973921 type Work @default.
- W3123973921 sameAs 3123973921 @default.
- W3123973921 citedByCount "3" @default.
- W3123973921 countsByYear W31239739212013 @default.
- W3123973921 crossrefType "posted-content" @default.
- W3123973921 hasAuthorship W3123973921A5021559671 @default.
- W3123973921 hasAuthorship W3123973921A5030261519 @default.
- W3123973921 hasConcept C10138342 @default.
- W3123973921 hasConcept C106159729 @default.
- W3123973921 hasConcept C109168655 @default.
- W3123973921 hasConcept C143724316 @default.
- W3123973921 hasConcept C149782125 @default.
- W3123973921 hasConcept C151541453 @default.
- W3123973921 hasConcept C151730666 @default.
- W3123973921 hasConcept C159877910 @default.
- W3123973921 hasConcept C162324750 @default.
- W3123973921 hasConcept C183582576 @default.
- W3123973921 hasConcept C189259953 @default.
- W3123973921 hasConcept C190896228 @default.
- W3123973921 hasConcept C2776988154 @default.
- W3123973921 hasConcept C3019931467 @default.
- W3123973921 hasConcept C44731940 @default.
- W3123973921 hasConcept C556758197 @default.
- W3123973921 hasConcept C85393063 @default.
- W3123973921 hasConcept C86803240 @default.
- W3123973921 hasConcept C91602232 @default.
- W3123973921 hasConceptScore W3123973921C10138342 @default.
- W3123973921 hasConceptScore W3123973921C106159729 @default.
- W3123973921 hasConceptScore W3123973921C109168655 @default.
- W3123973921 hasConceptScore W3123973921C143724316 @default.
- W3123973921 hasConceptScore W3123973921C149782125 @default.
- W3123973921 hasConceptScore W3123973921C151541453 @default.
- W3123973921 hasConceptScore W3123973921C151730666 @default.
- W3123973921 hasConceptScore W3123973921C159877910 @default.
- W3123973921 hasConceptScore W3123973921C162324750 @default.
- W3123973921 hasConceptScore W3123973921C183582576 @default.
- W3123973921 hasConceptScore W3123973921C189259953 @default.
- W3123973921 hasConceptScore W3123973921C190896228 @default.
- W3123973921 hasConceptScore W3123973921C2776988154 @default.
- W3123973921 hasConceptScore W3123973921C3019931467 @default.
- W3123973921 hasConceptScore W3123973921C44731940 @default.
- W3123973921 hasConceptScore W3123973921C556758197 @default.
- W3123973921 hasConceptScore W3123973921C85393063 @default.
- W3123973921 hasConceptScore W3123973921C86803240 @default.
- W3123973921 hasConceptScore W3123973921C91602232 @default.
- W3123973921 hasLocation W31239739211 @default.
- W3123973921 hasOpenAccess W3123973921 @default.
- W3123973921 hasPrimaryLocation W31239739211 @default.
- W3123973921 hasRelatedWork W1589557137 @default.
- W3123973921 hasRelatedWork W1603216719 @default.
- W3123973921 hasRelatedWork W1603573731 @default.
- W3123973921 hasRelatedWork W2012920801 @default.
- W3123973921 hasRelatedWork W2019895966 @default.
- W3123973921 hasRelatedWork W2031792785 @default.
- W3123973921 hasRelatedWork W2034004834 @default.
- W3123973921 hasRelatedWork W2100954611 @default.
- W3123973921 hasRelatedWork W2124844154 @default.
- W3123973921 hasRelatedWork W2141185104 @default.
- W3123973921 hasRelatedWork W2159769554 @default.
- W3123973921 hasRelatedWork W2170453176 @default.
- W3123973921 hasRelatedWork W2390018616 @default.
- W3123973921 hasRelatedWork W2505701933 @default.
- W3123973921 hasRelatedWork W2769003236 @default.
- W3123973921 hasRelatedWork W2890046680 @default.
- W3123973921 hasRelatedWork W3036762218 @default.
- W3123973921 hasRelatedWork W3045124803 @default.
- W3123973921 hasRelatedWork W3119975713 @default.
- W3123973921 hasRelatedWork W3142403202 @default.
- W3123973921 isParatext "false" @default.
- W3123973921 isRetracted "false" @default.
- W3123973921 magId "3123973921" @default.
- W3123973921 workType "article" @default.