Foreign exchange volatility and stock returns
Year of publication: |
2012
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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, 5, p. 1202-1216
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Subject: | Foreign exchange volatility | Exchange rate risk factor | Mimicking portfolios | Wechselkurs | Exchange rate | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | CAPM |
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