Exchange rate regimes and the price of exchange rate risk
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References listed on IDEAS
- Vassalou, Maria, 2000. "Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns," CEPR Discussion Papers 2448, C.E.P.R. Discussion Papers.
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- Rossi, José Luiz J., 2009. "Nonlinear Foreign Exchange Exposure: Evidence from Brazilian Companies," Insper Working Papers wpe_189, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Muller, Aline & Verschoor, Willem F.C., 2006. "Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 495-518, October.
- Rodolfo Aquino, 2006. "A variance equality test of the ICAPM on Philippine stocks: post-Asian financial crisis period," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 353-362.
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