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How big is the premium for currency risk?1

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Author Info
De Santis, Giorgio
Gerard, Bruno
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File URL: http://www.sciencedirect.com/science/article/B6VBX-408CBS1-4/2/d411e010b9ee6721d65bab87136d2027
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 49 (1998)
Issue (Month): 3 (September)
Pages: 375-412
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Handle: RePEc:eee:jfinec:v:49:y:1998:i:3:p:375-412

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  1. Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999. "International Portfolio Management, Currency Risk and the Euro," University of California at Los Angeles, Anderson Graduate School of Management 1095, Anderson Graduate School of Management, UCLA. [Downloadable!]
  2. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]
    Other versions:
  3. Roberto A. De Santis & Bruno Gérard, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 626, European Central Bank. [Downloadable!]
  4. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  5. Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999. "The Relevance of Current Risk in the EMU," University of California at Los Angeles, Anderson Graduate School of Management 1094, Anderson Graduate School of Management, UCLA. [Downloadable!]
  6. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003. [Downloadable!]
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