The dynamics and stochastics of currency betas based on the unbiasedness hypothesis in foreign exchange markets
Year of publication: |
2002
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Authors: | Lin, Winston T. ; Lin, Hong-Jen ; Chen, Yueh H. |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 6.2002, 3/4, p. 167-195
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Subject: | Devisenmarkt | Foreign exchange market | Betafaktor | Beta risk | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Industrieländer | Industrialized countries |
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