Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009

Author:

Antell Jan,Vaihekoski Mika

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. International portfolio selection and corporation finance: a synthesis;Adler;Journal of Finance,1983

2. International asset pricing models and currency risk: evidence from Finland 1970–2004;Antell;Journal of Banking and Finance,2007

3. Expected returns, risk, and the integration of international bond markets;Barr;Journal of International Money and Finance,2004

4. Asymmetric volatility and risk in equity markets;Bekaert;Review of Financial Studies,2000

5. From appreciation to depreciation—the exchange rate of the Swedish krona, 1913–2008;Bohlin,2010

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1. Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method;International Journal of Financial Studies;2022-08-22

2. Understanding the pricing of currency risk in global equity markets;Journal of Multinational Financial Management;2021-12

3. Is Currency Risk Priced in Global Equity Markets?*;Review of Finance;2020-10-03

4. Foreign exchange risk in stock returns;International Journal of Finance & Economics;2019-11-29

5. Conditional pricing of currency risk in Africa's equity markets;Emerging Markets Review;2014-12

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