Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998

Philippe Andrade and C. Bruneau

No 98-36, Thema Working Papers from THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS

Date: 1998
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Related works:
Journal Article: Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998 (2002)
Working Paper: Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998 (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:ema:worpap:98-36

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