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Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385855
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:00:15 PM
Last modification on : Tuesday, November 19, 2019 - 9:30:42 AM

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  • HAL Id : hal-01385855, version 1

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Georges Prat, Remzi Uctum. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data. Journal of International Financial Markets, Institutions and Money, Elsevier, 2013, 23, pp.33 - 54. ⟨hal-01385855⟩

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