In search of the exchange risk premium: A six-currency test assuming mean-variance optimization-Reference-Cited by-同舟云学术

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In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

Published:1982-01 Issue: Volume:1 Page:255-274
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Frankel Jeffrey A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference33 articles.

1. International Portfolio Choice and Corporation Finance: A Survey;Adler,1981

2. Asset Markets and Relative Prices in Exchange Rate Determination;Branson;Sozialwissenschaftliche Annalen,1977

3. The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates;Cornell;Rev. Econ. Stat.,1978

4. Exchange Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis;Cumby;J. Finance,1981

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