University of Pennsylvania, New York University, and National Bureau of Economic Research. For useful comments, I am grateful to two anonymous referees, Bob Cumby, René Stulz, and seminar participants at the National Bureau of Economic Research Summer Institute, Columbia University, the Wharton School, University of Michigan, and New York University. I am also indebted to Alberto Giovannini and Philippe Jorion for providing the 7-day Eurocurrency deposit data, to Ross Levine and Steve Scott for assistance in using the DRI daily data tape, and to Naveen Seth for superb research assistance. Research support from the Glucksman Institute and the Salomon Brothers Center for Financial Studies is acknowledged with thanks. Any errors are mine alone.
The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes
Version of Record online: 30 APR 2012
© 1990 the American Finance Association
The Journal of Finance
Volume 45, Issue 4, pages 1211–1236, September 1990
How to Cite
LEWIS, K. K. (1990), The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes. The Journal of Finance, 45: 1211–1236. doi: 10.1111/j.1540-6261.1990.tb02433.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!