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The dollar and the German stock market : determination of exposure to and pricing of exchange rate risk using APT-modelling
Entorf, Horst; Jamin, Gösta - 2003
We estimate the impact of dollar changes on the value of German DAX corporations, using APT-modelling for the period 1977 - 1995. Several macroeconomic risk factors, including the dollar and a residual market factor representing the general market risk, are specified. The general notion is that...
Persistent link: https://www.econbiz.de/10011525135
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German stock returns : the dance with the Dollar
Entorf, Horst; Jamin, Gösta - 2000
Persistent link: https://www.econbiz.de/10001487120
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The dollar and the German stock market : determination of exposure to and pricing of exchange rate risk using APT-modelling
Entorf, Horst; Jamin, Gösta - 2003
Persistent link: https://www.econbiz.de/10001996988
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German exchange rate exposure at DAX and aggregate levels, international trade and the role of exchange rate adjustment costs
Entorf, Horst; Jamin, Gösta - In: German economic review 8 (2007) 3, pp. 344-374
Persistent link: https://www.econbiz.de/10003506959