Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies
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More about this item
Keywords
Exchange-Rate Exposure; Premia; Arbitrage Pricing Theory; Rolling Window; Emerging; Developed.;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2020-04-20 (Risk Management)
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