An intertemporal international asset pricing model : theory and evidence
Gady Jacoby, Rose C. Liao, Yan Wang, Zhenyu Wu
| Year of publication: |
2025
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|---|---|
| Authors: | Jacoby, Gady ; Liao, Rose C. ; Wang, Yan ; Wu, Zhenyu |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 102.2025, Art.-No. 102162, p. 1-21
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| Subject: | Dynamic conditional correlation | Exchange rate risk | ICAPM | Währungsrisiko | CAPM | Theorie | Theory | Korrelation | Correlation | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2025.102162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015412383