EXCHANGE-RATE RISK AND OPTIMAL DIVERSIFICATION OF FOREIGN-CURRENCY HOLDINGS

被引：12

作者：

LEVY, H ^{[1
]}

SARNAT, M ^{[1
]}

机构：

[1] INT INST MANAGEMENT,BERLIN,FED REP GER

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1978年 / 10卷 / 04期

关键词：

D O I：

10.2307/1991575

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：453 / 463

页数：11

共 50 条

[1] BLS PUBLISHES AVERAGE EXCHANGE-RATE AND FOREIGN-CURRENCY PRICE INDEXES
ALTERMAN, W
JOHNSON, DS
GOTH, J
[J]. MONTHLY LABOR REVIEW, 1987, 110 (12) : 47 - 49
[2] FINANCIAL AND TAX ASPECTS OF PLANNING FOR FOREIGN-CURRENCY EXCHANGE-RATE FLUCTUATIONS
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[J]. TAXES, 1978, 56 (03): : 131 - 142
[3] THE EFFECTS OF FOREIGN-CURRENCY EXCHANGE-RATE FLUCTUATION ON SERIALS BUDGET ESTIMATING
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[J]. SERIALS LIBRARIAN, 1983, 7 (04): : 65 - 66
[4] MANAGING FOREIGN-CURRENCY EXCHANGE RISK
FLICKER, SR
BLINE, DM
[J]. JOURNAL OF ACCOUNTANCY, 1990, 170 (02): : 128 - 130
[5] Hedging foreign exchange rate risk: Multi-currency diversification
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Fernandez-Blanco, Matilde O.
[J]. EUROPEAN JOURNAL OF MANAGEMENT AND BUSINESS ECONOMICS, 2016, 25 (01) : 2 - 7
[6] Foreign-currency debt and the exchange rate pass-through
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[J]. APPLIED ECONOMICS LETTERS, 2020, 27 (08) : 657 - 666
[7] CONTACTS OF INDIA IN NEED OF FOREIGN-CURRENCY EXCHANGE
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[J]. INDO ASIA, 1976, 18 (03): : 215 - 218
[8] FOREIGN TAX CREDIT AND FOREIGN-CURRENCY TRANSLATION - CASE FOR RECOGNITION OF GAIN OR LOSS UPON FOREIGN-CURRENCY EXCHANGE FLUCTUATIONS
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[J]. TEXAS LAW REVIEW, 1978, 57 (01) : 101 - 130
[9] UTILIZING CURRENCY PORTFOLIOS TO MITIGATE EXCHANGE-RATE RISK
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NOSARI, EJ
[J]. COLUMBIA JOURNAL OF WORLD BUSINESS, 1984, 19 (01): : 96 - 99
[10] FOREIGN-EXCHANGE RISK AND EXCHANGE-RATE SECURITY
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[J]. ZEITSCHRIFT FUR BETRIEBSWIRTSCHAFT, 1979, 49 (10): : 906 - 932

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