In this paper. we empirically examine time-varying risk premia in the Tunisian foreign exchange market by applying GARCH-M modeling to the TND/Euro and TND/USD parities for 1 to 12 months forecasting horizons. Our ultimate objective is to help better manage the parities and to help provide stability to a foreign exchange market where EMH is very weak. Our findings show 1) a heterosced... https://www.jmannino.com/limited-deal-2nd-Force-Reconnaissance-Company-Patch-super-offer/