The World Price of Foreign Exchange Risk
收藏NBER1993-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4459
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资源简介：
We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which they consume the income from their investments. In such a setting, the international CAPM incorporates rewards for exchange rate risk, in
提供机构：
美国国家经济研究局
创建时间：
1993-09-01
