Pricing of the currency risk in the Canadian equity market
Year of publication: |
2014
|
---|---|
Authors: | Al-Shboul, Mohammad ; Anwar, Sajid |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 30.2014, p. 173-194
|
Subject: | Asset pricing | Equity market | Exchange rate risk pricing | Quasi maximum likelihood estimation | Währungsrisiko | Exchange rate risk | CAPM | Kanada | Canada | Schätzung | Estimation | Aktienmarkt | Stock market | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Börsenkurs | Share price |
-
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad, (2014)
-
Pricing of the Currency Risk in the Canadian Equity Market
Al-Shboul, Mohammad, (2013)
-
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh, (2021)
- More ...
-
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad, (2014)
-
Foreign exchange rate exposure : evidence from Canada
Al-Shboul, Mohammad, (2014)
-
Pricing of the Currency Risk in the Canadian Equity Market
Al-Shboul, Mohammad, (2013)
- More ...