Conditional pricing of currency risk in Africa's equity markets
Year of publication: |
2014
|
---|---|
Authors: | Kodongo, Odongo ; Ojah, Kalu |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 21.2014, p. 133-155
|
Subject: | Africa | Currency risk | Equity markets | Stochastic discount factor | GMM | Afrika | Währungsrisiko | Exchange rate risk | Aktienmarkt | Stock market | CAPM | Momentenmethode | Method of moments | Theorie | Theory | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium |
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