How big is the premium for currency risk?

Journal of Financial Economics

Volumn 49, Issue 3, 1998, Pages 375-412

  De Santis, Giorgio ^a   Gérard, Bruno ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Currency risk; International asset pricing; Multivariate GARCH

Indexed keywords

EID: 0347611286     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(98)00029-4     Document Type: Article

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