Asset pricing and foreign exchange risk : econometric evidence for the G-7
Year of publication: |
1998
|
---|---|
Authors: | Morley, Bruce |
Other Persons: | Pentecost, Eric J. (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 17.1998, 2, p. 317-329
|
Subject: | Wechselkurs | Exchange rate | Börsenkurs | Share price | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | G7-Staaten | G7 countries | 1982-1994 |
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