Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
Home
Publications
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
AG
Alberto Giovannini
Alberto Giovannini
PJ
Philippe Jorion
Philippe Jorion
Publisher Website
Google Scholar
Add to library
Cite
Download
Share
Download
1 June 1989
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 44
(2)
,
307-325
https://doi.org/10.2307/2328592
Abstract
No abstract available
Keywords
STOCK MARKETS
TIME VARIATION
MODEL
VARIATION OF RISK
FOREIGN EXCHANGE
CONDITIONAL SECOND
VARIANCES
RISK PREMIA
Cited by 49 articles