Pricing of foreign exchange rate and interest rate risks using short to long horizon returns-Reference-Cited by-同舟云学术

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Pricing of foreign exchange rate and interest rate risks using short to long horizon returns

Published:2021-05-24 Issue: Volume: Page:1-30
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Joseph Nathan Lael¹^ORCID,Su Chen²^ORCID,Huang Winifred³,Lai Baoying⁴

Affiliation:

1. Centre for Financial and Corporate Integrity, Coventry University, Coventry, UK

2. Newcastle University Business School, Newcastle upon Tyne, UK

3. School of Management, University of Bath, Claverton Down, UK

4. University of East London, London, UK

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.1927127

Reference102 articles.

1. International Portfolio Choice and Corporation Finance: A Synthesis

2. Exposure to Currency Risk: Definition and Measurement

3. The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies

4. Stock Return Predictability: Is it There?

5. Macroeconomic factors and the empirical content of the Arbitrage Pricing Theory in the Japanese stock market

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1. D: Management, Accounting and Technology;World Banking Abstracts;2022-04-25

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