Is currency risk priced in global equity markets?
Year of publication: |
2021
|
---|---|
Authors: | Karolyi, G. Andrew ; Wu, Ying |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 25.2021, 3, p. 863-902
|
Subject: | nternational asset pricing | currency risk | exchange rates | Währungsrisiko | Exchange rate risk | CAPM | Wechselkurs | Exchange rate | Welt | World | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Kapitalmarkttheorie | Financial economics |
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