Francis, Bill B.; Hasan, Iftekhar; Hunter, Delroy - 2002
to non-U.S. investors. Similarly, Bansal and Dahlquist (2000)
find that adding emerging market currency returns to … Dahlquist (2000) find that UIRP is different across developed and
emerging markets. Flood and Rose do not find support for … markets (Bekaert
and Harvey (2000) and Bekaert, Harvey and Lumsdaine (2001)), then we expect to find no
significant risk …