Is Currency Risk Priced in Global Equity Markets?*

DOI10.1093/ROF/RFAA026zbMath1489.91275OpenAlexW3091126286MaRDI QIDQ5071835

Ying Wu, George Andrew Karolyi

Publication date: 22 April 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfaa026

zbMATH Keywords

exchange ratesinternational asset pricingcurrency risk

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*

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