FOREIGN-EXCHANGE RISK PREMIA VOLATILITY ONCE AGAIN

被引：6

作者：

GIOVANNINI, A

JORION, P

机构：

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 1988年 / 7卷 / 01期

关键词：

D O I：

10.1016/0261-5606(88)90010-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：111 / 113

页数：3

相关论文

共 4 条

[1] FORWARD AND SPOT EXCHANGE-RATES [J].

FAMA, EF .

JOURNAL OF MONETARY ECONOMICS, 1984, 14 (03) :319-338

[2] THE IMPLICATIONS OF MEAN-VARIANCE OPTIMIZATION FOR 4 QUESTIONS IN INTERNATIONAL MACROECONOMICS [J].

FRANKEL, JA .

JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1986, 5 :S53-S75

[3] INTEREST-RATES AND RISK PREMIA IN THE STOCK-MARKET AND IN THE FOREIGN-EXCHANGE MARKET [J].

GIOVANNINI, A ;

JORION, P .

JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1987, 6 (01) :107-123

[4]

LYONS R, 1988, J INT MONEY FINANCE, V1, P91