The relevance of currency risk in the EMU

Journal of Economics and Business

Volumn 55, Issue 5-6, 2003, Pages 427-462

  De Santis, Giorgio ^a   Gérard, Bruno ^b   Hillion, Pierre ^c  

^a Goldman Sachs Group   (United States)

^b BI NORWEGIAN BUSINESS SCHOOL   (Norway)

^c INSEAD   (France)

Author keywords

Currency risk; International asset pricing; Multivariate GARCH

Indexed keywords

EID: 0141569431     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0148-6195(03)00049-3     Document Type: Article

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