Exchange risk and universal returns: A test of international arbitrage pricing theory

Will J. Armstrong, Johan Knif, James W. Kolari, Seppo Pynnönen

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

6 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Pacific-Basin Finance Journal
Volym	20
Nummer	1
Sidor (från-till)	24-40
Antal sidor	17
DOI	https://doi.org/10.1016/j.pacfin.2011.08.003
Status	Publicerad - 2012
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

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title = "Exchange risk and universal returns: A test of international arbitrage pricing theory",

keywords = "511 Economics, KOTA2012",

author = "Armstrong, {Will J.} and Johan Knif and Kolari, {James W.} and Seppo Pynn{\"o}nen",

year = "2012",

doi = "10.1016/j.pacfin.2011.08.003",

language = "English",

volume = "20",

pages = "24--40",

journal = "Pacific-Basin Finance Journal",

issn = "1879-0585",

publisher = "Elsevier BV * North-Holland",

number = "1",

}

TY - JOUR

T1 - Exchange risk and universal returns: A test of international arbitrage pricing theory

AU - Armstrong, Will J.

AU - Knif, Johan

AU - Kolari, James W.

AU - Pynnönen, Seppo

PY - 2012

Y1 - 2012

KW - 511 Economics

KW - KOTA2012

U2 - 10.1016/j.pacfin.2011.08.003

DO - 10.1016/j.pacfin.2011.08.003

M3 - Article

SN - 1879-0585

VL - 20

SP - 24

EP - 40

JO - Pacific-Basin Finance Journal

JF - Pacific-Basin Finance Journal

IS - 1

ER -