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Arbitrage Asset Pricing Under Exchange Risk

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Author Info
IKEDA, S.

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Abstract

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Publisher Info
Paper provided by Osaka - Institute of Social and Economic Research in its series Papers with number 193.

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Length: 13 pages
Date of creation: 1989
Date of revision:
Handle: RePEc:fth:osakae:193

Contact details of provider:
Postal: OSAKA UNIVERSITY, THE INSTITUTE OF SOCIAL AND ECONOMIC RESEARCH(I.S .E.R.), 6-1 MIHOGAOKA IBARAKI OSAKA 567 JAPAN
Fax: 81-6-6878-2766
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Web page: http://www.iser.osaka-u.ac.jp/
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Related research
Keywords: risk ; pricing ; economic interdependence ; economic relations;

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Jongmoo Choi & Elyas Elyasiani, 1997. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Journal of Financial Services Research, Springer, vol. 12(2), pages 267-286, October. [Downloadable!] (restricted)
  2. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  3. Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003. "Monetary unification and the price of risk: An unconditional analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(2), pages 276-305, June. [Downloadable!] (restricted)
    Other versions:
  4. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Statistics
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This page was last updated on 2009-11-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.