Similar Search Results

Narrow search

The pricing of common exchange rate factors in the U.S. equity market

Du, Ding - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 775-798

Persistent link: https://www.econbiz.de/10011979281

Emerging market currency exposure : Taiwan

Du, Ding; Hu, Ou; Wu, Hong - In: Journal of multinational financial management 28 (2014), pp. 47-61

Persistent link: https://www.econbiz.de/10011299367

Cash flows, currency risk, and the cost of capital

Du, Ding; Hu, Ou - In: The journal of financial research 37 (2014) 2, pp. 139-158

Persistent link: https://www.econbiz.de/10010412381

Measuring currency exposure with quantile regression

Du, Ding; Ng, Pin T.; Zhao, Xiaobing - In: Review of quantitative finance and accounting 41 (2013) 3, pp. 549-566

Persistent link: https://www.econbiz.de/10010188239

Exchange rate risk in the US stock market

Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 1, pp. 137-150

Persistent link: https://www.econbiz.de/10009540833

Foreign exchange volatility and stock returns

Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 5, pp. 1202-1216

Persistent link: https://www.econbiz.de/10010220195

Currency risk premium and U.S. macroeconomic announcement

Du, Ding; Hu, Ou; Zhao, Xiaobing - In: The journal of financial research 39 (2016) 4, pp. 359-388

Persistent link: https://www.econbiz.de/10011713568

Exchange rate risk in the US stock market

Du, Ding; Hu, Ou - In: Journal of International Financial Markets, … 22 (2012) 1, pp. 137-150

Kolari et al. (2008) show that exchange rate risk measured by contemporaneous exchange rate changes is priced in the US stock market. However, by construction, their exchange rate risk factor has a strong correlation with the size factor, and their exchange rate sensitivity portfolios have a...

Persistent link: https://www.econbiz.de/10010572102