TIME-VARYING BETAS AND RISK PREMIA IN THE PRICING OF FORWARD FOREIGN-EXCHANGE CONTRACTS

成果类型:
Article
署名作者:
MARK, NC
刊物名称:
JOURNAL OF FINANCIAL ECONOMICS
ISSN/ISSBN:
0304-405X
DOI:
10.1016/0304-405X(88)90074-8
发表日期:
1988
页码:
335-354
关键词: