Currency risk in excess equity returns: a multi time-varying beta approach

Guay C. Lim ()

Journal of International Financial Markets, Institutions and Money, 2005, vol. 15, issue 3, pages 189-207

Date: 2005

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Persistent link: http://EconPapers.repec.org/RePEc:eee:intfin:v:15:y:2005:i:3:p:189-207

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