The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets
Year of publication: |
2008
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Authors: | Sandoval, Eduardo ; Vásquez, Arturo |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 2.2008, 2, p. 1-18
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Währungsrisiko | Exchange rate risk | Betafaktor | Beta risk | Aktienmarkt | Stock market | Risiko | Risk | Welt | World | Volatilität | Volatility | Wechselkurs | Exchange rate |
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