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An adequate measure for exchange rate returns

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Notes

  1. See Obstfeld and Rogoff (1996, pp. 587–588) or Sarno and Taylor (2009, pp. 36–37).

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  1. Amundi Asset Management, 6 rue Beranger, Paris, 75003, France

    Marielle de Jong

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  1. Marielle de Jong
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Correspondence to Marielle de Jong.

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de Jong, M. An adequate measure for exchange rate returns. J Asset Manag 12, 85–93 (2011). https://doi.org/10.1057/jam.2011.16

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  • DOI: https://doi.org/10.1057/jam.2011.16

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