Currency risk premia in global stock markets /
Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedging instruments available, theory suggests that stock market investors should not be co...
Clasificación: | Libro Electrónico |
---|---|
Autores principales: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
[Washington, D.C.] :
International Monetary Fund,
2006.
|
Colección: | IMF working paper ;
WP/06/194. |
Temas: | |
Acceso en línea: | Texto completo |