Exchange risk and universal returns : a test of international arbitrage pricing theory
Year of publication: |
2012
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Authors: | Armstrong, Will J. ; Knif, Johan ; Kolari, James W. ; Pynnönen, Seppo |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 20.2012, 1, p. 24-40
|
Subject: | CAPM | Theorie | Theory | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Risiko | Risk |
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