International asset returns and exchange rates

European Journal of Finance

Volumn 15, Issue 3, 2009, Pages 263-285

  Li, Yuming ^a   Zhong, Maosen ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Consumption based model; Currency premiums; Equity premiums; Exchange rates; Habit formation; Idiosyncratic risks; Inflation rates; International asset pricing

Indexed keywords

EID: 67650942032     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802423429     Document Type: Article

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