Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan
Kashif Saleem
| Year of publication: |
2013
|
|---|---|
| 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 | Währungsrisiko | Exchange rate risk | Inflation | Malaysia | Taiwan | Südkorea | South Korea | CAPM | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Schwellenländer | Emerging economies | Risiko | Risk | Volatilität | Volatility |
| 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/10009777588