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Foreign exchange risk premia volatility once again

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  • Giovannini, Alberto
  • Jorion, Philippe

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  • Giovannini, Alberto & Jorion, Philippe, 1988. "Foreign exchange risk premia volatility once again," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 111-113, March.
    • Handle: RePEc:eee:jimfin:v:7:y:1988:i:1:p:111-113
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    Cited by:

    1. Dumas, Bernard & Solnik, Bruno, 1995. "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
    2. Engel, Charles & Rodrigues, Anthony P, 1989. "Tests of International CAPM with Time-Varying Covariances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 119-138, April-Jun.
    3. 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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