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RDP 8603: Risk Premia, Market Efficiency and the Exchange Rate: Some Evidence Since the Float
Equation (16)
|
T
1
(
β
^
1
−
β
1
)
T
2
(
β
^
2
−
β
2
)
|
→
d
N
(
0
,
θ
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaqWaaeaafa qabeGabaaabaWaaOaaaeaaieaacaWFubWaaSbaaSqaaiaaigdaaeqa aaqabaGccaGGOaGafqOSdiMbaKaadaWgaaWcbaGaaGymaaqabaGccq GHsislcqaHYoGydaWgaaWcbaGaaGymaaqabaGccaGGPaaabaWaaOaa aeaacaWFubWaaSbaaSqaaiaaikdaaeqaaaqabaGcdaqadaqaaiqbek 7aIzaajaWaaSbaaSqaaiaaikdaaeqaaOGaeyOeI0IaeqOSdi2aaSba aSqaaiaaikdaaeqaaaGccaGLOaGaayzkaaaaaaGaay5bSlaawIa7am aaxacabaGaeyOKH4kaleqabaGaamizaaaakiaaykW7caWFobGaa8hk aiaa=bdacaWFSaGaeqiUdeNaaiykaaaa@55EE@