haku: @author Vredin, A. / yhteensä: 5
viite: 5 / 5
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| Tekijä: | Horngren, L. Vredin, A. |
| Otsikko: | Exchange risk premia in a currency basket system |
| Lehti: | Weltwirtschaftliches Archiv
1989 : VOL. 125:2, p. 311-325 |
| Asiasana: | EUROCURRENCY MARKETS EXCHANGE RATES RETURN ON INVESTMENT |
| Kieli: | eng |
| Tiivistelmä: | Several countries (e. g. Sweden) tie their currency to a currency basket. What are the exchange rate risk premia, i. e. the difference between domestic and foreign interest rates, is the question posed in the present article. It is demonstrated that risks of bilateral exchange rate variation can be reduced by relying on appropriately defined currency baskets. |
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