Predictable time-varying components of international asset returns
By: Bruno Solnik.
Publisher: Research Foundation of the Institute of Chartered Financial Analysts
Published: 1993
Place of publication: [Charlottesville, Va.]
Language: eng
Number of pages: 45
Subjects: Investments, Foreign -- Mathematical models.; Risk -- Mathematical models.
Other titles: Predictable time varying components of international asset returns.
Notes: Includes bibliographical references (p. 40-43).