Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Mohammad Al-Shboul; Sajid Anwar
| Year of publication: |
2014
|
|---|---|
| Authors: | Al-Shboul, Mohammad ; Anwar, Sajid |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 37.2014, p. 451-463
|
| Subject: | Foreign exchange risk | Time-varying risk | Exchange rate risk pricing | Canadian equity market | Rolling window regression | Asset pricing | Herding behavior | Cointegration | Währungsrisiko | Exchange rate risk | Kanada | Canada | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Kointegration | Herdenverhalten | Herding | Zeitreihenanalyse | Time series analysis |
| 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/10010417631