The time variation of risk and return in the foreign exchange and stock markets
Year of publication: |
1989
|
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Authors: | Giovannini, Alberto |
Other Persons: | Jorion, Philippe (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 44.1989, 2, p. 307-325
|
Subject: | CAPM | Devisenmarkt | Foreign exchange market | Börsenkurs | Share price | Risiko | Risk | Theorie | Theory | USA | United States | 1974-1986 |
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