Alina F. Klein

Lynchburg College - School of Business and Economics

Lynchburg, VA 24501

United States

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Currency Risk Premia and Uncovered Interest Parity in the International CAPM

Number of pages: 35 Posted: 19 Jul 2013
Ronald J. Balvers and Alina F. Klein
McMaster University - Michael G. DeGroote School of Business and Lynchburg College - School of Business and Economics
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Abstract:

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International CAPM, uncovered interest parity, conditional asset pricing, currency risk premia