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
Keywords :
WEBS , GARCH-M , Size Bias Test , Exchange rate risk , Sign Bias Test
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
