Electronic Resource
Oxford, UK and Boston, USA
:
Blackwell Publishers Ltd
European financial management
6 (2000), S. 0
ISSN:
1468-036X
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Economics
Notes:
The application of an international capital asset pricing relationship with two factors, the global market portfolio and a currency index, is described and illustrated. The model and illustration help demonstrate a problem with the common practice of adjusting an asset’s expected rate of return across currencies via nominal riskless interest rate differentials.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/1468-036X.00108
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