Exchange rate risk in the US stock market
Year of publication: |
2012
|
---|---|
Authors: | Du, Ding ; Hu, Ou |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 1, p. 137-150
|
Subject: | Exchange rate risk | Contemporaneous exchange rate changes | Exchange rate risk factor | Currency exposure | Währungsrisiko | Wechselkurs | Exchange rate | Theorie | Theory | Risikoprämie | Risk premium | Volatilität | Volatility | Hedging | USA | United States | Aktienmarkt | Stock market |
-
Exchange rate risk pricing by US equity for US industrial portfolios
Raihan, Mahfuz, (2013)
-
Stock market uncertainty and uncovered equity parity deviation : evidence from Asia
Jung, Jiyong, (2021)
-
Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang, (2015)
- More ...
-
The long-run component of foreign exchange volatility and stock returns
Du, Ding, (2014)
-
Emerging market currency exposure : Taiwan
Du, Ding, (2014)
-
Cash flows, currency risk, and the cost of capital
Du, Ding, (2014)
- More ...