Interest rates and risk premia in the stock market and in the foreign exchange market
By: by Alberto Giovannini and Philippe Jorion
Contributors: Columbia University. Center for the Study of Futures Markets; Jorion, Philippe, 1955-
Series: Working paper series -- CSFM-121; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-121
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 28
Notes: Bibliography: p. 26-28.