Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan
Year of publication: |
2013
|
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Authors: | Saleem, Kashif |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 29.2013, 4, p. 1209-1221
|
Subject: | Foreign Exchange Risk | Inflation Risk | ICAPM | Emerging Markets | Multivariate GARCH | Südkorea | South Korea | Malaysia | Währungsrisiko | Exchange rate risk | Inflation | Taiwan | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | CAPM | Schwellenländer | Emerging economies | Volatilität | Volatility | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations |
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