The Time-Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective

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@article{938260e0294d4edea9e5fe318f322eb1,

title = "The Time-Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective",

author = "G.R.J. Bekaert",

note = "Pagination: 44",

year = "1996",

language = "English",

volume = "9",

pages = "427--470",

journal = "Review of Financial Studies",

issn = "0893-9454",

publisher = "Oxford University Press",

number = "summer",

}