Edem Dawui

World Bank

1818 H Street, NW

Washington, DC 20433

United States

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Scholarly Papers (1)

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Semivariance and Semiskew Risk Premiums in Currency Markets

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 53 Posted: 27 Jan 2018 Last Revised: 25 Aug 2018
José Da Fonseca and Edem Dawui
Auckland University of Technology - Faculty of Business & Law and World Bank
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Abstract:

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Variance risk premium, Skew risk premium, Semi-measures, Currency risk premium