The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei, Mohamed Ariff and M. Ishaq Bhatti
| Year of publication: |
2019
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|---|---|
| Authors: | Alireza Zarei ; Mohamed Ariff ; Bhatti, Muhammad Ishaq |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 14, p. 1277-1288
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| Subject: | arbitrage pricing | Exchange rates | international asset pricing | macroeconomic factor | parity factors | Wechselkurs | Exchange rate | CAPM | Schätzung | Estimation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing | Deutschland | Germany | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1589550 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207088