Search Results - subject:"Long-run component of foreign exchange volatility"

Du, Ding; Hu, Ou - In: Journal of International Financial Markets, … 31 (2014) C, pp. 268-284

supporting evidence that the long-run component of foreign exchange volatility is priced in the US stock market. Our findings …

Persistent link: https://www.econbiz.de/10010784955

Du, Ding; Hu, Ou - In: Journal of international financial markets, … 31 (2014), pp. 268-284

Persistent link: https://www.econbiz.de/10011299324