Foreign exchange risk premia volatility once again
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 7 (1988)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Dumas, Bernard & Solnik, Bruno, 1995. " The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-79, June.
- Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
- Engel, Charles & Rodrigues, Anthony P, 1989.
"Tests of International CAPM with Time-Varying Covariances,"
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John Wiley & Sons, Ltd., vol. 4(2), pages 119-38, April-Jun.
- Charles Engel & Anthony P. Rodrigues, 1987. "Tests of International CAPM with Time-Varying Covariances," NBER Working Papers 2303, National Bureau of Economic Research, Inc.
- Giovannini, Alberto & Jorion, Philippe, 1989.
" The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets,"
Journal of Finance,
American Finance Association, vol. 44(2), pages 307-25, June.
- Alberto Giovannini & Philippe Jorion, 1988. "The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets," NBER Working Papers 2573, National Bureau of Economic Research, Inc.
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