THE TIME-VARIATION OF RISK AND RETURN IN THE FOREIGN-EXCHANGE AND STOCK MARKETS

被引：88

作者：

GIOVANNINI, A ^{[1
]}

JORION, P ^{[1
]}

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

来源：

JOURNAL OF FINANCE | 1989年 / 44卷 / 02期

关键词：

D O I：

10.2307/2328592

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：307 / 325

页数：19

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