Slide 11 The Exchange Rate Effect of Multi-Currency Risk Arbitrage CEPR Discussion Paper 3748 Harald Hau INSEAD http://www.haraldhau.com Slide 2 © Harald Hau, INSEAD 2 Motivation…
Slide 11 Global versus Local Asset Pricing: A Speculation Based Test of Market Integration Imperial College London October 19, 2010 Harald Hau INSEAD http://www.haraldhau.com…