Robert A Korajczyk
Biographic Data
| ID | 5848877 |
|---|---|
| NAME | Robert A Korajczyk |
| GIVEN NAMES | Robert A |
| FAMILY NAME | Korajczyk |
| SIGNATURE | KORAJCZYK R A |
| AFFILIATIONS | Northwestern University |
| ORCID | 0000-0003-2436-2324 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1985 |
| LATEST PUBLICATION YEAR | 1985 |
| H-INDEX | 1 |
The Pricing of Forward Contracts for Foreign Exchange
This paper investigates the nature of observed deviations from the unbiased expectations hypothesis in the forward foreign exchange market. If these deviations are due to risk premia then the same premia should be observed in nominal bonds denominated in different currencies. This condition imposes testable restrictions on the parameters of a mutivariate regression model. The empirical results are consistent with a world in which time varying ris…
The Pricing of Forward Contracts for Foreign Exchange
This paper investigates the nature of observed deviations from the unbiased expectations hypothesis in the forward foreign exchange market. If these deviations are due to risk premia then the same premia should be observed in nominal bonds denominated in different currencies. This condition imposes testable restrictions on the parameters of a mutivariate regression model. The empirical results are consistent with a world in which time varying ris…
The Pricing of Forward Contracts for Foreign Exchange
This paper investigates the nature of observed deviations from the unbiased expectations hypothesis in the forward foreign exchange market. If these deviations are due to risk premia then the same premia should be observed in nominal bonds denominated in different currencies. This condition imposes testable restrictions on the parameters of a mutivariate regression model. The empirical results are consistent with a world in which time varying ris…
Bond (1 work) · Diverse Scientific and Economic Studies (1 work) · Econometrics (1 work) · Economic Policies and Impacts (1 work) · Economics (1 work) · Exchange rate (1 work) · Finance (1 work) · Finance (1 work) · Financial economics (1 work) · Foreign exchange (1 work)