Lioui, Abraham (contributor); Poncet, Patrice (contributor) - 2000 - [Elektronische Ressource]
associated with domestic interest rate risk
and the second one with the risk brought about by the co-movements of the interest …
pricing of foreign exchange risk at equilibrium.
JEL: G11, G13.
Keywords: International Portfolio Theory; Interest rate risk … . The first one is shown to be associated with domestic interest rate
risk. The second one is associated with the risk …