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Intertemporal asset pricing and the term structures of exchange rates and interest rates: The eurocurrency market

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  • Hakkio, Craig S.
  • Leiderman, Leonardo

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  • Hakkio, Craig S. & Leiderman, Leonardo, 1986. "Intertemporal asset pricing and the term structures of exchange rates and interest rates: The eurocurrency market," European Economic Review, Elsevier, vol. 30(2), pages 325-344, April.
    • Handle: RePEc:eee:eecrev:v:30:y:1986:i:2:p:325-344
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    Cited by:

    1. de Roon, Frans A. & Nijman, Theo E. & Veld, Chris, 1998. "Pricing Term Structure Risk in Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(1), pages 139-157, March.
    2. Rodríguez Nava Abigail & Francisco Venegas Martínez, 2010. "Efectos del tipo de cambio sobre el déficit público: modelos de simulación Monte Carlo," Contaduría y Administración, Accounting and Management, vol. 55(3), pages 11-40, septiembr.
    3. Gouriéroux, Christian & Peaucelle, Irina, 1992. "Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 283-304, mars et j.

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