Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations
Year of publication: |
March 2016
|
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Authors: | Thapa, Chandra ; Neupane, Suman ; Marshall, Andrew P. |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 34.2016, p. 46-64
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Subject: | Foreign equity portfolio allocations | Foreign exchange derivatives | Market liquidity risks | Portfolio-Management | Portfolio selection | Derivat | Derivative | Welt | World | Devisenmarkt | Foreign exchange market | Portfolio-Investition | Foreign portfolio investment | Marktliquidität | Market liquidity |
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