✦ LIBER ✦

The currency risk factor in international equity pricing

✍ Scribed by Manoj Gupta; Joseph E. Finnerty

Publisher: Springer US
Year: 1992
Tongue: English
Weight: 637 KB
Volume: 2
Category: Article
ISSN: 0924-865X
DOI: 10.1007/bf00586437

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

International risk-sharing and currency

International risk-sharing and currency unions: The CFA zones

✍ Etienne B. Yehoue 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 248 KB

This paper explores income and consumption smoothing patterns among the member countries of each of the CFA zones-the CEMAC 1 and the WAEMU 2 -during the period 1980-2005. I find that for the CEMAC, about 24 per cent of shocks to GDP are smoothed through the standard channels (i.e. capital market, c

Equity Risk Factors and Macroeconomic Gr

Equity Risk Factors and Macroeconomic Growth in Greece

✍ Panayiotis G. Artikis 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 51 KB

Hanke, M.:Credit Risk, Capital Structure

Hanke, M.:Credit Risk, Capital Structure, and the Pricing of Equity Options

✍ M. Schweizer 📂 Article 📅 2004 🏛 Springer Vienna 🌐 English ⚖ 143 KB

Small caps in international equity portf

Small caps in international equity portfolios: the effects of variance risk

✍ Massimo Guidolin; Giovanna Nicodano 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 446 KB

Pricing errors and estimates of risk pre

Pricing errors and estimates of risk premia in factor models

✍ Kim R. Sawyer; André F. Gygax; Matthew Hazledine 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 144 KB

Pricing options in incomplete equity mar

Pricing options in incomplete equity markets via the instantaneous Sharpe ratio

✍ Erhan Bayraktar; Virginia Young 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 394 KB