Portfolio substitution and exchange rate volatility
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- Sibert, Anne & Ha, Jiming, 1997.
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- Anne Sibert & Jiming Ha, 1996. "Portfolio Substitution and Exchange Rate Volatility," Archive Working Papers 027, Birkbeck, Department of Economics, Mathematics & Statistics.
- Hakkio, Craig S & Sibert, Anne, 1995. "The Foreign Exchange Risk Premium: Is It Real?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 301-317, May.
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