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Asymmetric currency exposure and currency risk pricing

Tai, Chu-sheng - In: International review of financial analysis 17 (2008) 4, pp. 647-663

Persistent link: https://www.econbiz.de/10003765838

Market integration and currency risk in Asian emerging markets

Tai, Chu-sheng - In: Research in international business and finance 21 (2007) 1, pp. 98-117

Persistent link: https://www.econbiz.de/10003410759

Foreign exchange risk and risk exposure in the Japanese stock market

Tai, Chu-sheng - In: Managerial finance 36 (2010) 6, pp. 511-524

Persistent link: https://www.econbiz.de/10003990890

Market integration and contagion : evidence from Asian emerging stock and foreign exchange markets

Tai, Chu-sheng - In: Emerging markets review 8 (2007) 4, pp. 264-283

Persistent link: https://www.econbiz.de/10003589583

Asymmetric currency exposure of US bank stock returns

Tai, Chu-sheng - In: Journal of multinational financial management 15 (2005) 4/5, pp. 455-472

Persistent link: https://www.econbiz.de/10003103256

Can currency risk be a source of risk premium in explaining forward premium puzzle? : Evidence from Asia-Pacific forward exchange markets

Tai, Chu-sheng - In: Journal of international financial markets, … 13 (2003) 4, pp. 291-311

Persistent link: https://www.econbiz.de/10001792855

Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns

Tai, Chu-sheng - In: Journal of multinational financial management 10 (2000) 3/4, pp. 397-420

Persistent link: https://www.econbiz.de/10001532710

On resolving exchange rate exposure puzzle : evidence from Chinese stock market

Tai, Chu-sheng - In: Managerial finance 48 (2022) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012798512

How important is global industry shock in explaining the relative performance of global industries?

Tai, Chu-sheng; Iqbal, Zahid - In: Managerial finance 37 (2011) 5, pp. 474-481

Persistent link: https://www.econbiz.de/10009230059

Can Currency Risk Be a Source of Risk Premium in Explaining Forward Premium Puzzle? Evidence from Asia-Pacific Forward Exchange Markets

Tai, Chu-Sheng - 2021

This paper studies time-varying price of risk and volatility in Asia-Pacific forward exchange markets in an attempt to see whether currency risk can be a potential source of risk premium to explain forward premium puzzle. To derive a measure of the risk premium, a conditional version of...

Persistent link: https://www.econbiz.de/10013244922