How big is the premium for currency risk (1998)

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by Giorgio De Santis , Bruno Gérard , We Thank Geert Bekaert , Tim Bollerslev , Peter Bossaerts , Mark Carhart , John Cochrane , Hodrick (the Referee , Olivier Ledoit , John Matsusaka , Hans Mikkelsen , Angel Serrat
Venue:Journal of Financial Economics
Citations:63 - 2 self