Stephen W. Gilmore

AIG Financial Products - Banque AIG

1 Curzon Street

London, W1J 5RT

United Kingdom

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Citation 6

Emerging Market Currency Excess Returns

Number of pages: 54 Posted: 24 Nov 2008 Last Revised: 07 Apr 2010
Stephen W. Gilmore and Fumio Hayashi
AIG Financial Products - Banque AIG and National Graduate Institute for Policy Studies
Downloads 863 (25,045)
Citation 6

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Emerging Market Currencies, Risk Premium, Bid/Offer Spreads, FX Swaps

Emerging Market Currency Excess Returns

NBER Working Paper No. w14528
Number of pages: 63 Posted: 09 Dec 2008 Last Revised: 13 Sep 2010
Stephen W. Gilmore and Fumio Hayashi
AIG Financial Products - Banque AIG and National Graduate Institute for Policy Studies
Downloads 38 (424,256)
Citation 6

Abstract:

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