Exchange risk and asset returns : a theoretical and empirical study of an open economy asset pricing model
Lin Huang; Jia Wu; Rui Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Lin ; Wu, Jia ; Zhang, Rui |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 21.2014, p. 96-116
|
| Subject: | Exchange risk pricing | Consumption-based asset pricing model | Emerging markets | CAPM | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Kapitalmarkttheorie | Financial economics | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011304335