Exchange rate and foreign inflation risk premiums in global equity returns

Journal of International Money and Finance

Volumn 19, Issue 3, 2000, Pages 433-470

  Vassalou, Maria ^a  

^a 416 Uris Hall ^*  (United States)

Author keywords

Exchange rate risk premiums; Foreign inflation risk premiums; International asset pricing

Indexed keywords

EID: 0034196515     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00008-5     Document Type: Article

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