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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| Natura: | Periodico |
| Lingua: | English |
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Washington, D.C. :
International Monetary Fund,
2006.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2006/194 |
| Accesso online: | Full text available on IMF |