The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective-Reference-Cited by-同舟云学术

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The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective

Published:1996-04 Issue:2 Volume:9 Page:427-470
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Bekaert Geert

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/9/2/427/5326078/090427.pdf

Reference49 articles.

1. Stock prices under time-varying dividend risk

2. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

3. Accounting for Forward Rates in Markets for Foreign Currency;Backus;Journal of Finance,1993

4. The Message in Daily Exchange Rates: A Conditional-Variance Tale

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