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:
Foreign exchange rates.
Foreign exchange market.
Money > Tables.
Taux de change.
Marché des changes.
Money
Foreign exchange market
Foreign exchange rates
tables (documents)
Tables (Data)
Tables
Tables (Données)
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Contents
  • I. INTRODUCTION
  • II. PREVIOUS LITERATURE
  • III. MODEL SPECIFICATION
  • IV. ESTIMATION
  • V. DATA AND PRELIMINARY STATISTICS
  • VI. MAIN RESULTS
  • VII. CONCLUSIONS
  • REFERENCES

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