EXCHANGE-RATE UNCERTAINTY, FORWARD CONTRACTS, AND INTERNATIONAL PORTFOLIO SELECTION

被引：128

作者：

EUN, CS ^{[1
]}

RESNICK, BG ^{[1
]}

机构：

[1] INDIANA UNIV,SCH BUSINESS,BLOOMINGTON,IN 47401

来源：

JOURNAL OF FINANCE | 1988年 / 43卷 / 01期

关键词：

D O I：

10.2307/2328331

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：197 / 215

页数：19

共 20 条

[1] EXCHANGE RISK SURPRISES IN INTERNATIONAL PORTFOLIOS [J].

ADLER, M ;

SIMON, D .

JOURNAL OF PORTFOLIO MANAGEMENT, 1986, 12 (02) :44-53

[2] INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS [J].

ADLER, M ;

DUMAS, B .

JOURNAL OF FINANCE, 1983, 38 (03) :925-984

[3] THE FORWARD EXCHANGE-RATE AND THE PREDICTION OF THE FUTURE SPOT RATE - EMPIRICAL-EVIDENCE [J].

AGMON, T ;

AMIHUD, Y .

JOURNAL OF BANKING & FINANCE, 1981, 5 (03) :425-437

[4] OPTIMAL HEDGING OF UNCERTAIN AND LONG-TERM FOREIGN-EXCHANGE EXPOSURE [J].

EAKER, MR ;

GRANT, D .

JOURNAL OF BANKING & FINANCE, 1985, 9 (02) :221-231

[5] ESTIMATING DEPENDENCE STRUCTURE OF SHARE PRICES IMPLICATIONS FOR PORTFOLIO SELECTION [J].

ELTON, EJ ;

GRUBER, MJ .

JOURNAL OF FINANCE, 1973, 28 (05) :1203-1232

[6]

EUN CS, 1985, COLUMBIA J WORLD BUS, V20, P45

[7] ESTIMATING THE CORRELATION STRUCTURE OF INTERNATIONAL SHARE PRICES [J].

EUN, CS ;

RESNICK, BG .

JOURNAL OF FINANCE, 1984, 39 (05) :1311-1324

[8]

EUN CS, 1987, RECENT DEV INT BANKI, V1, P135

[9] FLEXIBLE EXCHANGE-RATES, PRICES, AND THE ROLE OF NEWS - LESSONS FROM THE 1970S [J].

FRENKEL, JA .

JOURNAL OF POLITICAL ECONOMY, 1981, 89 (04) :665-705

[10] TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS [J].

FRENKEL, JA ;

LEVICH, RM .

JOURNAL OF POLITICAL ECONOMY, 1977, 85 (06) :1209-1226

← 1 2 →