On resolving exchange rate exposure puzzle : evidence from Chinese stock market
Year of publication: |
2022
|
---|---|
Authors: | Tai, Chu-sheng |
Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 48.2022, 1, p. 1-26
|
Subject: | Asymmetric GARCH model | Chinese stock market | Exchange rate exposure | Exposure puzzle | Stock returns | Währungsrisiko | Exchange rate risk | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
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