Asymmetry and time variation in exchange rate exposure : an investigation of Australian stocks returns
Year of publication: |
2010
|
---|---|
Authors: | Brooks, Robert D. ; Di Iorio, Amalia ; Faff, Robert W. ; Fry, Tim R. L. ; Joymungul, Yovina |
Published in: |
International journal of commerce and management. - Bingley [u.a.] : Emerald, ISSN 1056-9219, ZDB-ID 2473956-X. - Vol. 20.2010, 4, p. 276-295
|
Subject: | Kapitaleinkommen | Capital income | Währungsrisiko | Exchange rate risk | Währungsmanagement | Foreign exchange management | Aktienmarkt | Stock market | Australien | Australia |
-
Ülkü, Numan, (2014)
-
An analysis of asymmetry in foreign currency exposure of the Australian equities market
Di Iorio, Amalia, (2000)
-
A test of the stability of exchange rate risk evidence from Australian equities market
Di Iorio, Amalia, (2001)
- More ...
-
Brooks, Robert D., (2010)
-
Testing the integration of the US and Chinese stock markets in a Fama-French framework
Brooks, Robert, (2009)
-
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
Brooks, Robert D., (2001)
- More ...