Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns?

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9396|23|5|1044-1069

ISSN: 0965-7576

Source: REVIEW OF INTERNATIONAL ECONOMICS, Vol.23, Iss.5, 2015-11, pp. : 1044-1069

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Abstract