Title:Profits, Risk, and Uncertainty in Foreign-Exchange Markets Author(s):CANOVA, Fabio; MARRINAN, JaneDate:1993Citation:
- Journal of Monetary Economics, 1993, 32, 2, 259-286
Type:ArticleAbstract:This paper examines the properties of nominal profits from speculation in dollar-dominated forward contracts using a representative agent cash-in-advance model, modified to allow for heteroscedasticity in the exogenous ...
Title:Profits, Risk and Uncertainty in Foreign Exchange Markets Author(s):CANOVA, Fabio; MARRINAN, JaneDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/73
Title:ICAP Model,Reconciling the Term Structure of Interest Rates with the Consumption Based Author(s):CANOVA, Fabio; MARRINAN, JaneDate:1991Type:Working PaperSeries/Number:EUI ECO; 1991/59