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Browsing ECO Articles by Author "MARRINAN, Jane"
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Title:Profits, Risk, and Uncertainty in Foreign-Exchange Markets
Author(s):CANOVA, Fabio; MARRINAN, JaneDate:1993Type of Publication: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 ...