Why empirical portfolio models of foreign exchange exposure fail
Subtitle: evidence from cointegration and error-correction estimations
By: by Nathan Lael Joseph and Jill Frances Solomon.
Contributors: Solomon, Jill Frances.; Sheffield University Management School.
Series: Discussion paper series, economics / Sheffield University, School of Management -- no.97.12; Discussion paper series, economics(Sheffield University Management School) -- no.97.12.
Publisher: Sheffield University, School of Management
Published: 1997
Place of publication: Sheffield
Language: eng