Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy
Year of publication: |
1999
|
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Authors: | Derviz, Alexis |
Published in: |
Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 6.1999
|
Publisher: |
Česká ekonometrická společnost - CES |
Subject: | uncovered parity | asset prices | portfolio optimization | international CCAPM |
Extent: | text/html |
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Type of publication: | Article |
Classification: | E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy
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Caballero, Ricardo J., (2022)
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The uncovered parity properties of the czech koruna
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