01773oam 2200445 a 450 991070222520332120121105134620.0(CKB)5470000002425899(OCoLC)697797802(EXLCZ)99547000000242589920110121d1986 ua 0engurbn|||||||||txtrdacontentcrdamediacrrdacarrierTests of the foreign exchange risk premium using the expected second moments implied by option pricing[electronic resource] /by Richard K. Lyons[Washington, D.C.] :[Board of Governors of the Federal Reserve System],[1986]1 online resource (40 pages) illustrationsInternational finance discussion papers ;number 290Title from title screen (viewed on Nov. 5, 2012)."December 1986."Includes bibliographical references (pages 36-38).Foreign exchangeMathematical modelsForeign exchange futuresMathematical modelsRiskMathematical modelsOptions (Finance)PricesMathematical modelsForeign exchangeMathematical models.Foreign exchange futuresMathematical models.RiskMathematical models.Options (Finance)PricesMathematical models.Lyons Richard K44096Board of Governors of the Federal Reserve System (U.S.)CUSCUSGPOBOOK9910702225203321Tests of the foreign exchange risk premium using the expected second moments implied by option pricing3472285UNINA