The pricing of foreign exchange risk in the Australian equities market

Amalia Di Iorio, Robert Faff

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	77 - 95
Number of pages	19
Journal	Pacific Basin Finance Journal
Volume	10
Issue number	1
Publication status	Published - 2002

Cite this

@article{48ed1db349784a4c8bf072b0f973cae9,

title = "The pricing of foreign exchange risk in the Australian equities market",

author = "{Di Iorio}, Amalia and Robert Faff",

year = "2002",

language = "English",

volume = "10",

pages = "77 -- 95",

journal = "Pacific Basin Finance Journal",

issn = "0927-538X",

publisher = "Elsevier",

number = "1",

}