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Gold factor exposures in international asset pricing · Study

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ArticleGold factor exposures in international asset pricing

Sinclair Davidson2003

Article2003

Gold factor exposures in international asset pricing

Sinclair Davidson · Robert W. Faff · David Hillier

61 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1976The arbitrage theory of capital asset pricing 1973An Intertemporal Capital Asset Pricing Model 1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry 2001Exchange rate exposure, hedging, and the use of foreign currency derivatives 1998The Foreign Exchange Exposure of Japanese Multinational Corporations 1990Intertemporal asset pricing 1978Market Anticipations of Government Policies and the Price of Gold 1998Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two‐Factor Approach

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Year2003

Typearticle

Published2003-04-05

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations61

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/s1042-4431(02)00048-3

openalex_workW2166997360

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