Estimation of portfolio-balance functions that are mean-variance optimizing : The mark and the dollar
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Bibliographic InfoArticle provided by Elsevier in its journal European Economic Review.
Volume (Year): 23 (1983)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/eer
Other versions of this item:
- Jeffrey A. Frankel, 1981. "Estimation of portfolio-balance functions that are mean-variance optimizing: the mark and the dollar," International Finance Discussion Papers 188, Board of Governors of the Federal Reserve System (U.S.).
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ULB Institutional Repository
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- Roll, Richard & Solnik, Bruno, 1977. "A pure foreign exchange asset pricing model," Journal of International Economics, Elsevier, vol. 7(2), pages 161-179, May.
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