Bakshi is from the University of Maryland, and Chen is from the Ohio State University. We thank David Backus, Suleyman Basak, Glenn Boyle, Charles Cao, Jia He, Jimmy Hilliard, Louis Scott, and especially René Stulz (the editor) and the referee for helpful comments and suggestions. We also gratefully acknowledge comments by seminar participants at the University of Georgia, Louisiana State University, University of New Orleans, and Tulane University. Any remaining errors are the authors' alone.
Equilibrium Valuation of Foreign Exchange Claims
Version of Record online: 18 APR 2012
© 1997 the American Finance Association
The Journal of Finance
Volume 52, Issue 2, pages 799–826, June 1997
How to Cite
BAKSHI, G. S. and CHEN, Z. (1997), Equilibrium Valuation of Foreign Exchange Claims. The Journal of Finance, 52: 799–826. doi: 10.1111/j.1540-6261.1997.tb04822.x
- Issue online: 18 APR 2012
- Version of Record online: 18 APR 2012
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