Is Exchange Risk Priced Beyond Intertemporal Risk?

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Research , External research report 01 Jan 2005 Switzerland English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Chaieb, Ines; Mazzotta, Stefano; Sy, Oumar;

doi: 10.2139/ssrn.811589

Is Exchange Risk Priced Beyond Intertemporal Risk?

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Abstract

* The authors gratefully acknowledge the financial support of Kennesaw State University. Chaieb can be reached at ines.chaieb@mail.mcgill.ca, Mazzotta can be reached at stefano_mazzotta@kennesaw.edu, and Sy can be reached at oumar.sy@dal.ca. We thank Vihang Errunza for support. The usual disclaimer applies.

Country

Switzerland

Related Organizations

University of Geneva
Switzerland
Geneva Finance Research Institute
Switzerland
Swiss Finance Institute
Switzerland
Kennesaw State University
United States
Dalhousie University
Canada

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Keywords

650, ddc: ddc:650

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