The dollar and the German stock market : determination of exposure to and pricing of exchange rate risk using APT-modelling
Horst Entorf; Gösta Jamin
| Year of publication: |
2003
|
|---|---|
| Authors: | Entorf, Horst ; Jamin, Gösta |
| Publisher: |
Darmstadt : Inst. für Volkswirtschaftslehre |
| Subject: | Börsenkurs | Share price | Währungsrisiko | Exchange rate risk | US-Dollar | US dollar | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | Deutschland | Germany | 1977-1995 |
| Extent: | 17 S graph. Darst |
|---|---|
| Series: | Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt. - Darmstadt : TU Darmstadt, Volkswirtschaftliche Fachgebiete, ISSN 1438-2733, ZDB-ID 2142788-4. - Vol. 127 : Applied research in economics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://tuprints.ulb.tu-darmstadt.de/4799/1/ddpie_127.pdf |
| Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001996988