Asset pricing and foreign exchange risk: Econometric evidence for the G-7

Journal of International Money and Finance

Volumn 17, Issue 2, 1998, Pages 317-329

  Morley, Bruce ^a   Pentecost, Eric J ^b  

^a ABERYSTWYTH UNIVERSITY   (United Kingdom)

^b LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Excess returns; Exchange rate; F31; G15; Risk premium; Stock market

Indexed keywords

EID: 0001581465     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(98)00005-9     Document Type: Article

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