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The pricing of exchange rate risk in the stock market
Jorion, Philippe, (1991)
Exchange risk factor in the valuation of US multinational firms : exchange risk sensitivity, firm-specific determinants, and pricing
Prasad, Anita M., (1991)
A general equilibrium pricing model with speculation, quantity risk, price risk and foreign exchange risk
Mahajan, Arvind, (1991)
Weakly nonseparable preference and the current account : yes, there is a Harberger-Laursen-Metzler effect
Ikeda, Shinsuke, (2000)
An intertemporal capital asset pricing model with stochastic differential utility
Ikeda, Shinsuke, (1995)
A simple approach to arbitrage asset pricing in incomplete markets