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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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
2006.
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| Series: | IMF working paper ;
WP/06/194. |
| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |