The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Year of publication: |
2019
|
---|---|
Authors: | Alireza Zarei ; Mohamed Ariff ; Bhatti, Muhammad Ishaq |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 14, p. 1277-1288
|
Subject: | arbitrage pricing | Exchange rates | international asset pricing | macroeconomic factor | parity factors | Wechselkurs | Exchange rate | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income | Volatilität | Volatility | Großbritannien | United Kingdom | Kanada | Canada | Deutschland | Germany |
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