Neglected common factors in exchange rate volatility
Year of publication: |
1994
|
---|---|
Authors: | Mahieu, Ronald J. |
Other Persons: | Schotman, Peter C. (contributor) |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 1.1993, 3, p. 279-311
|
Subject: | Wechselkurs | Exchange rate | Risiko | Risk | Deutschland | Germany | USA | United States | Japan | Großbritannien | United Kingdom |
-
Explaining international stock returns : currency risk and other factors
Gupta, Manoj, (1995)
-
Time-varying stock returns and labor income risks in the US and UK
Li, Yuming, (2011)
-
The pricing of foreign exchange risk : evidence from ADRs
Liang, Youguo, (1996)
- More ...
-
Price discovery on foreign exchange markets with differentially informed traders
Jong, Frank de, (1999)
-
An empirical application of stochastic volatility models
Mahieu, Ronald J., (1998)
-
Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J., (1994)
- More ...