@article{cb44eed309764708b108ba065da40126,
title = "Can currency risk be a source of risk premium in explaining forward premium puzzle? Evidence from Asia-Pacific forward exchange markets",
keywords = "Currency risk premium, Forward premium puzzle, Multivariate GARCH",
author = "Tai, {Chu Sheng}",
year = "2003",
month = oct,
doi = "10.1016/S1042-4431(03)00010-6",
language = "English",
volume = "13",
pages = "291--311",
journal = "Journal of International Financial Markets, Institutions and Money",
issn = "1042-4431",
number = "4",
}