Astrid Eisenberg

Mercer Oliver Wyman

1 Neal Street

London WC2H 9QL

United Kingdom

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Scholarly Papers (1)

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Exchange Rates and the Conversion of Currency-Specific Risk Premia

Number of pages: 55 Posted: 19 Aug 2004
Astrid Eisenberg and Markus Rudolf
Mercer Oliver Wyman and WHU Otto Beisheim Graduate School of Management
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Abstract:

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Stochastic discount factor, pricing kernel, international