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The world price of exchange rate risk

Bernard Dumas 1 Bruno Solnik 2
1 HEC Paris - Recherche - Hors Laboratoire
2 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : world price exchange rate risk
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https://hal-hec.archives-ouvertes.fr/hal-00611537
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, July 26, 2011 - 3:11:57 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00611537, version 1

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Bernard Dumas, Bruno Solnik. The world price of exchange rate risk. 1992. ⟨hal-00611537⟩

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