Open AccessEquities' Exposures to Currencies: Beyond the Loglinear Model
Author(s) -
Kris Boudt,
Fang Liu,
Piet Sercu
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2021995
Subject(s) - exchange rate , econometrics , economics , foreign exchange , convexity , foreign exchange market , elasticity (physics) , equity (law) , monetary economics , financial economics , materials science , law , political science , composite material
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