Title of article
Empirical properties of currency risk in country index portfolios
Author/Authors
V.T. Alaganar، نويسنده , , Ramaprasad Bhar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
16
From page
159
To page
174
Keywords
WEBS , GARCH-M , Size Bias Test , Exchange rate risk , Sign Bias Test
Journal title
Quarterly Review of Economics and Finance
Serial Year
2007
Journal title
Quarterly Review of Economics and Finance
Record number
178562
Link To Document