The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region
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More about this item
Keywords
ICAPM; stock market integration; exchange rate risk;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
NEP fields
This paper has been announced in the following NEP Reports:- NEP-LAM-2014-03-15 (Central and South America)
- NEP-RMG-2014-03-15 (Risk Management)
- NEP-SEA-2014-03-15 (South East Asia)
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