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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; Vásquez, Arturo - In: The international journal of business and finance … 2 (2008) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10003951974
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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 …
Persistent link: https://www.econbiz.de/10011517046
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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
administrators and portfolio managers can defend themselves against exchange risk by using forward contracts, particularly in world …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 …
Persistent link: https://www.econbiz.de/10013148458
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Three essays on international asset pricing
Lim, Tae-hoon - 2013
Persistent link: https://www.econbiz.de/10012501877
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Exchange rate shocks and equity prices : the role of currency denomination
Baeriswyl, Romain; Oktay, Alex; Ramelet, Marc-Antoine - 2023
Persistent link: https://www.econbiz.de/10014442459
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Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
risk in three financial sectors (financial services, banking, and insurance) in eight countries, including various European …
Persistent link: https://www.econbiz.de/10011450341
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The effect of exchange rate uncertainty on the prices and volume of international trade
Hooper, Peter; Kohlhagen, Steven W. - 1976
Persistent link: https://www.econbiz.de/10000780350