Exchange Rate Risk and the Optimal Diversification of Foreign Currency Holdings

• 1 November 1978
• journal article
• Published by JSTOR in Journal of Money, Credit and Banking
• Vol. 10  (4) , 453
• https://doi.org/10.2307/1991575

Abstract

Keywords

• CURRENCY HOLDINGS
• FOREIGN CURRENCY
• OPTIMAL DIVERSIFICATION
• EXCHANGE RATE RISK