Title of article
How big is the premium for currency risk?
Author/Authors
Giorgio De Santis، نويسنده , , Bruno Gérard، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
38
From page
375
To page
412
Keywords
International asset pricing , Currency risk , Multivariate GARCH
Journal title
Journal of Financial Economics
Serial Year
1998
Journal title
Journal of Financial Economics
Record number
257336
Link To Document