A currency index global capital asset pricing model
Year of publication: |
2000
|
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Authors: | O'Brien, Thomas J. ; Dolde, Walter |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 6.2000, 1, p. 7-18
|
Subject: | CAPM | Internationaler Finanzmarkt | International financial market | Wechselkurs | Exchange rate | Index | Index number | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | USA | United States | 1991-1997 |
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