Exchange risk premia and firm characteristics
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DOI: 10.1016/j.ememar.2015.01.002
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More about this item
Keywords
Exchange rates; Exchange risk pricing; International asset pricing; Emerging markets; Foreign portfolio investment; Risk premium and firm characteristics;All these keywords.
JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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