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EXCHANGE-RATE UNCERTAINTY, FORWARD CONTRACTS, AND INTERNATIONAL PORTFOLIO SELECTION
被引:128
作者
:
EUN, CS
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,SCH BUSINESS,BLOOMINGTON,IN 47401
INDIANA UNIV,SCH BUSINESS,BLOOMINGTON,IN 47401
EUN, CS
[
1
]
RESNICK, BG
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,SCH BUSINESS,BLOOMINGTON,IN 47401
INDIANA UNIV,SCH BUSINESS,BLOOMINGTON,IN 47401
RESNICK, BG
[
1
]
机构
:
[1]
INDIANA UNIV,SCH BUSINESS,BLOOMINGTON,IN 47401
来源
:
JOURNAL OF FINANCE
|
1988年
/ 43卷
/ 01期
关键词
:
D O I
:
10.2307/2328331
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:197 / 215
页数:19
相关论文
共 20 条
[1]
EXCHANGE RISK SURPRISES IN INTERNATIONAL PORTFOLIOS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
SIMON, D
论文数:
0
引用数:
0
h-index:
0
SIMON, D
[J].
JOURNAL OF PORTFOLIO MANAGEMENT,
1986,
12
(02)
: 44
-
53
[2]
INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
DUMAS, B
论文数:
0
引用数:
0
h-index:
0
DUMAS, B
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 925
-
984
[3]
THE FORWARD EXCHANGE-RATE AND THE PREDICTION OF THE FUTURE SPOT RATE - EMPIRICAL-EVIDENCE
AGMON, T
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90007 USA
AGMON, T
AMIHUD, Y
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90007 USA
AMIHUD, Y
[J].
JOURNAL OF BANKING & FINANCE,
1981,
5
(03)
: 425
-
437
[4]
OPTIMAL HEDGING OF UNCERTAIN AND LONG-TERM FOREIGN-EXCHANGE EXPOSURE
EAKER, MR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
EAKER, MR
GRANT, D
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
GRANT, D
[J].
JOURNAL OF BANKING & FINANCE,
1985,
9
(02)
: 221
-
231
[5]
ESTIMATING DEPENDENCE STRUCTURE OF SHARE PRICES IMPLICATIONS FOR PORTFOLIO SELECTION
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
IIM,BERLIN,GERMANY
ELTON, EJ
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
IIM,BERLIN,GERMANY
GRUBER, MJ
[J].
JOURNAL OF FINANCE,
1973,
28
(05)
: 1203
-
1232
[6]
EUN CS, 1985, COLUMBIA J WORLD BUS, V20, P45
[7]
ESTIMATING THE CORRELATION STRUCTURE OF INTERNATIONAL SHARE PRICES
EUN, CS
论文数:
0
引用数:
0
h-index:
0
EUN, CS
RESNICK, BG
论文数:
0
引用数:
0
h-index:
0
RESNICK, BG
[J].
JOURNAL OF FINANCE,
1984,
39
(05)
: 1311
-
1324
[8]
EUN CS, 1987, RECENT DEV INT BANKI, V1, P135
[9]
FLEXIBLE EXCHANGE-RATES, PRICES, AND THE ROLE OF NEWS - LESSONS FROM THE 1970S
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,WASHINGTON,DC
NATL BUR ECON RES,WASHINGTON,DC
FRENKEL, JA
[J].
JOURNAL OF POLITICAL ECONOMY,
1981,
89
(04)
: 665
-
705
[10]
TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
FRENKEL, JA
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
LEVICH, RM
[J].
JOURNAL OF POLITICAL ECONOMY,
1977,
85
(06)
: 1209
-
1226
←
1
2
→
共 20 条
[1]
EXCHANGE RISK SURPRISES IN INTERNATIONAL PORTFOLIOS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
SIMON, D
论文数:
0
引用数:
0
h-index:
0
SIMON, D
[J].
JOURNAL OF PORTFOLIO MANAGEMENT,
1986,
12
(02)
: 44
-
53
[2]
INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
DUMAS, B
论文数:
0
引用数:
0
h-index:
0
DUMAS, B
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 925
-
984
[3]
THE FORWARD EXCHANGE-RATE AND THE PREDICTION OF THE FUTURE SPOT RATE - EMPIRICAL-EVIDENCE
AGMON, T
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90007 USA
AGMON, T
AMIHUD, Y
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90007 USA
AMIHUD, Y
[J].
JOURNAL OF BANKING & FINANCE,
1981,
5
(03)
: 425
-
437
[4]
OPTIMAL HEDGING OF UNCERTAIN AND LONG-TERM FOREIGN-EXCHANGE EXPOSURE
EAKER, MR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
EAKER, MR
GRANT, D
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
GRANT, D
[J].
JOURNAL OF BANKING & FINANCE,
1985,
9
(02)
: 221
-
231
[5]
ESTIMATING DEPENDENCE STRUCTURE OF SHARE PRICES IMPLICATIONS FOR PORTFOLIO SELECTION
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
IIM,BERLIN,GERMANY
ELTON, EJ
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
IIM,BERLIN,GERMANY
GRUBER, MJ
[J].
JOURNAL OF FINANCE,
1973,
28
(05)
: 1203
-
1232
[6]
EUN CS, 1985, COLUMBIA J WORLD BUS, V20, P45
[7]
ESTIMATING THE CORRELATION STRUCTURE OF INTERNATIONAL SHARE PRICES
EUN, CS
论文数:
0
引用数:
0
h-index:
0
EUN, CS
RESNICK, BG
论文数:
0
引用数:
0
h-index:
0
RESNICK, BG
[J].
JOURNAL OF FINANCE,
1984,
39
(05)
: 1311
-
1324
[8]
EUN CS, 1987, RECENT DEV INT BANKI, V1, P135
[9]
FLEXIBLE EXCHANGE-RATES, PRICES, AND THE ROLE OF NEWS - LESSONS FROM THE 1970S
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,WASHINGTON,DC
NATL BUR ECON RES,WASHINGTON,DC
FRENKEL, JA
[J].
JOURNAL OF POLITICAL ECONOMY,
1981,
89
(04)
: 665
-
705
[10]
TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
FRENKEL, JA
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
LEVICH, RM
[J].
JOURNAL OF POLITICAL ECONOMY,
1977,
85
(06)
: 1209
-
1226
←
1
2
→