Quarterly Journal of Economics Vol. 86 No. 2 1972
Risk, Interest Rates and the Forward Exchange
Abstract
I. Relationship of foreign exchange prices and interest rates under risk neutrality, 303. — II. An application of the model to fixed spot rates, 305. — III. Conclusion, 309.
- DOI
- 10.2307/1880565
- Volume
- 86
- Issue
- 2
- Pages
- 303
- Sources
- crossref openalex