An intertemporal international asset pricing model: Theory and empirical evidence

European Financial Management

Volumn 11, Issue 2, 2005, Pages 173-194

  Chang, Jow Ran ^a   Errunza, Vihang ^b   Hogan, Ked ^c   Hung, Mao Wei ^d  

^a NATIONAL TSING HUA UNIVERSITY   (Taiwan)

^b MCGILL UNIVERSITY   (Canada)

^c Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

^d NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Asset pricing; Currency risk; G11; G12; G15; International finance; Intertemporal

Indexed keywords

EID: 40649086834     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1354-7798.2005.00281.x     Document Type: Article

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