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Volumn 65, Issue 259, 1998, Pages 441-453

Risk aversion, foreign exchange speculation and gambler's ruin

(1)  Carlson, John A a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; FINANCIAL MARKET;

EID: 0031792134     PISSN: 00130427     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0335.00138     Document Type: Article
Times cited : (7)

References (29)
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    • DOMINOUEZ, K. M. and FRANKEL, J. A. (1993). Does foreign-exchange intervention matter? The portfolio effect. American Economic Review, 83, 1356-69.
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    • Dominouez, K.M.1    Frankel, J.A.2
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  • 13
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    • HANSEN, L. P. and SINGLETON, K. J. (1983). Stochastic consumption, risk aversion, and the temporal behavior of asset returns. Journal of Political Economy, 91, 249-65.
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    • 0002386952 scopus 로고    scopus 로고
    • Evaluation of value-at-risk models using historical data
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    • HENDRICKS, D. (1996). Evaluation of value-at-risk models using historical data. Economic Policy Review (Federal Reserve Bank of New York), 2, 39-69.
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    • HOPPER, G. P. (1996). Value at risk: a new methodology for measuring portfolio risk. Business Review (Federal Reserve Bank of Philadelphia), July/August, 19-31.
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