Asset pricing and foreign exchange risk: econometric evidence for the G-7
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- Chiang, Thomas C. & Chiang, Jeanette Jin, 1995. "Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model," Journal of Economics and Business, Elsevier, vol. 47(4), pages 335-351, October.
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- Giovannini, Alberto & Jorion, Philippe, 1987. "Interest rates and risk premia in the stock market and in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 6(1), pages 107-123, March.
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- Robichek, Alexander A & Eaker, Mark R, 1978. "Foreign Exchange Hedging and the Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 33(3), pages 1011-1018, June.
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