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The information content of risk reversals in emerging market currencies

Costa Filho, Adonias Evaristo da - In: Revista Brasileira de Finanças : RBFin 14 (2016) 3, pp. 403-441

Persistent link: https://www.econbiz.de/10011654252

The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets

Sandoval, Eduardo; Vásquez, Arturo - In: The international journal of business and finance … 2 (2008) 2, pp. 1-18

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Global macro risks in currency excess returns

Berg, Kimberly A.; Mark, Nelson C. - 2016

fundamental macroeconomic risk. The cross-country high-minuslow (HML) conditional skewness of the unemployment gap - our measure …

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Currency excess returns and global downside market risk

Atanasov, Victoria; Nitschka, Thomas - In: Journal of international money and finance 47 (2014), pp. 268-285

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The Effect of Exchange Rate Risk on the Conditional Relationship between Beta Risk and Return in International Equity Markets

Sandoval, Eduardo - 2010

The paper examines the effect of exchange rate risk on the conditional relationship between beta risk and return in … against exchange rate risk. However, when this risk is controlled and hedged with forward contracts, theconditional … relationship between beta risk and return appears asymmetric and presents a lower beta risk premium than the one takes place under …

Persistent link: https://www.econbiz.de/10013148458

Flash crash and policy uncertainty

Tsai, I-Chun - In: Journal of international financial markets, … 57 (2018), pp. 248-260

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Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination

Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30

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Is oil risk important for commodity-related currency returns?

Yin, Libo; Su, Zhi; Lu, Man - In: Research in international business and finance 60 (2022), pp. 1-23

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Currency returns and systematic risk

Gonçalves, Fernanda; Ferreira, Giuliano de Queiroz; … - In: The Manchester School 90 (2022) 6, pp. 609-647

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Currency hedging behavior for stock returns uncertainty in Ghana

Bachori, Bartholomew Bilijo; Buabeng, Emmanuel; Sakyi, … - In: Applied economics 54 (2022) 48, pp. 5532-5548

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