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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Roache, Shaun K. (Autor), Merritt, Mathew D. (Autor)
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