A note on the determinants of unexpected exchange rate movements

Journal of Banking and Finance

Volumn 20, Issue 1, 1996, Pages 179-188

  Cavaglia, Stefano M F G ^a   Wolff, Christian C P ^b,c  

^a PanAgora Asset Management   (United States)

^b MAASTRICHT UNIVERSITY   (Netherlands)

^c CEPR   (United Kingdom)

Author keywords

Asset pricing models; Exchange rates; Interest rates; News; Risk premia

Indexed keywords

EID: 0029690260     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(94)00103-0     Document Type: Article

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