The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets
Eduardo Sandoval; Arturo Vásquez
| Year of publication: |
2008
|
|---|---|
| Authors: | Sandoval, Eduardo ; Vásquez, Arturo |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 2.2008, 2, p. 1-18
|
| Subject: | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Theorie | Theory | Betafaktor | Beta risk | Volatilität | Volatility | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
| 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/10003951974