The International Price of Exchange Rate Risk: Evidence from the ICAPM

Mohamed El Hedi Arouri ()
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Mohamed El Hedi Arouri: MDEM - Modélisation de la dynamique économique et monetaire - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Keywords: International; Price; Exchange; Rate; Risk; ICAPM (search for similar items in EconPapers)
Date: 2005
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Published in The ICFAI Journal of Applied Economics, 2005, IV (n°6), pp. 34-60

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00211160

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