Author Details

Hamzaoui, Nessrine

  • Vol 6, No 2 (2016) - Articles
    Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach
    Abstract  PDF
  • Vol 6, No 4 (2016) - Articles
    The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic Approach to Investigating the Foreign Exchange Forward Premium Volatility
    Abstract  PDF
  • Vol 7, No 3 (2017) - Articles
    The Long Memory Behavior of the EUR/USD Forward Premium
    Abstract  PDF