Asymmetric currency exposure of US bank stock returns
Year of publication: |
2005
|
---|---|
Authors: | Tai, Chu-sheng |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 15.2005, 4/5, p. 455-472
|
Subject: | Währungsrisiko | Exchange rate risk | Bank | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | USA | United States |
-
Tai, Chu-sheng, (2000)
-
Tai, Chu-Sheng, (2021)
-
Asymmetric Currency Exposure of US Bank Stock Returns
Tai, Chu-Sheng, (2021)
- More ...
-
International diversification during financial crises
Tai, Chu-Sheng, (2018)
-
Asymmetric currency exposure and currency risk pricing
Tai, Chu-sheng, (2008)
-
On resolving exchange rate exposure puzzle : evidence from Chinese stock market
Tai, Chu-Sheng, (2021)
- More ...