The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Geert Bekaert
| Year of publication: |
1996
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|---|---|
| Authors: | Bekaert, Geert |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 9.1996, 2, p. 427-470
|
| Subject: | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Rationale Erwartung | Rational expectations | Theorie | Theory | Schätzung | Estimation | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Großbritannien | United Kingdom | USA | United States | 1975-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001202800