Controlled currency regime and pricing of exchange rate risk : evidence from China
Year of publication: |
2022
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Authors: | Hua, Xiuping ; Huang, Wei ; Jiang, Ying |
Published in: |
Journal of accounting, auditing & finance : JAAF. - London [u.a.] : Sage Publ., ISSN 2160-4061, ZDB-ID 2067574-4. - Vol. 37.2022, 1, p. 39-76
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Subject: | asset returns | Chinese currency risk | equity risk premium | exchange rate risk | foreign-exchange rate risk hedging | Währungsrisiko | Exchange rate risk | China | Risikoprämie | Risk premium | Hedging | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk |
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