Currency Risk Premia in Global Stock Markets /

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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Merritt, Matthew
Rannpháirtithe:	Roache, Shaun
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2006.
Sraith:	IMF Working Papers; Working Paper ; No. 2006/194
Rochtain ar líne:	Full text available on IMF

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