Alexius, Annika and Sellin, Peter <br/><br/>
Latent factor model of European exchange rate risk premia 
 J6112  1999 

 -  1999 
 - 217-227  V.  4  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Uncovered interest rate parity;Foreign exchange risk premium;Jensens inequality term;Latent factor model;ARCH;