The World Price of Foreign Exchange Risk
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- Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
- Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
- Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
- Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
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More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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