Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test
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- Frankel, Jeffrey & Engel, Charles M., 1984. "Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test," Journal of International Economics, Elsevier, vol. 17(3-4), pages 309-323, November.
References listed on IDEAS
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