Asset pricing and foreign exchange risk : econometric evidence for the G-7
Bruce Morley ; Eric J. Pentecost
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001246604