Arbitrage Asset Pricing Under Exchange Risk
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- Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002.
"Emerging market liberalization and the impact on uncovered interest rate parity,"
Journal of International Money and Finance,
Elsevier, vol. 21(6), pages 931-956, November.
- Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," FRB Atlanta Working Paper 2002-16, Federal Reserve Bank of Atlanta.
- Prasad, Anita Mehra & Rajan, Murli, 1995. "The role of exchange and interest risk in equity valuation: A comparative study of international stock markets," Journal of Economics and Business, Elsevier, vol. 47(5), pages 457-472, December.
- Clyman, Dana R., 1997. "International arbitrage pricing theory: Relating risk premia," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 13-20.
- Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003.
"Monetary unification and the price of risk: An unconditional analysis,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(2), pages 276-305, June.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series ces0201, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series wpie006, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Doyeon Kim & Taeyoon Sung, 2007. "Does the Market Evaluate Firm`s FX Risk Management? -Evidence from the Korean Stock Market-," Korean Economic Review, Korean Economic Association, vol. 23, pages 243-266.
- Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc.
- Jongmoo Choi & Elyas Elyasiani, 1997. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 267-286, October.
- Kodongo, Odongo & Ojah, Kalu, 2011. "Foreign exchange risk pricing and equity market segmentation in Africa," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2295-2310, September.
- Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc.
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Keywordsrisk ; pricing ; economic interdependence ; economic relations;
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