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...
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| 叢編: | IMF Working Papers; Working Paper ;
No. 2006/194 |
| 在線閱讀: | Full text available on IMF |