Is the currency risk priced in equity markets?
Francesco Giurda and Elias Tzavalis
| Year of publication: |
Mar. 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Giurda, Francesco (contributor) ; Tzavalis, Elias (contributor) |
| Institutions: | Queen Mary College / Department of Economics (contributor) |
| Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
| Subject: | Währungsrisiko | Exchange rate risk | CAPM | ARCH-Modell | ARCH model | Hedging | Schätzung | Estimation | Großbritannien | United Kingdom | USA | United States | Deutschland | Germany | Japan | 1990-2002 |
| Extent: | Online Ressource, 24 p.= 406 KB, text ill |
|---|---|
| Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2128344-8. - Vol. 511 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Record-last-verified: 12-07-04 Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | hdl:10419/62812 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002024385