Why empirical portfolio models of foreign exchange exposure fail
Subtitle: evidence from cointegrationand error-correction estimations
By: by Nathan Lael Joseph and Jill Frances Solomon.
Contributors: Solomon, Jill Frances.; Sheffield University. Sheffield University Management School.
Series: Sheffield University Management School discussion paper : Department of Business Studies -- No.97/12; Sheffield University Management School discussion paper -- No.97/12.
Publisher: Sheffield University Management School
Published: 1997
Place of publication: Sheffield
Language: eng