Title:

Semivariance and Semiskew Risk Premiums in Currency Markets

Authors:

José da Fonseca (U Paris I, Auckland U Technology)
Edem Dawui (World Bank, U Paris I)

Journal:

Journal of Futures Markets

Year:

2021

Volume:

41

Number:

3

Pages:

290-324

JEL codes:

F31 - Foreign Exchange
G15 - International Financial Markets