haku: @author Chung, P. / yhteensä: 1
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| Tekijä: | Bailey, W. Chung, P. |
| Otsikko: | Exchange rate fluctuations, political risk, and stock returns: some evidence from an emerging market |
| Lehti: | Journal of Financial and Quantitative Analysis
1995 : DEC, VOL. 30:4, p. 541-562 |
| Asiasana: | ECONOMICS EXCHANGE RATES STOCK RETURNS |
| Kieli: | eng |
| Tiivistelmä: | The authors study the impact of exchange rate fluctuations and political risk on the risk premiums reflected in cross-sections of individual equity returns from Mexico, a country that has experienced significant monetary and political turbulence. Indicators from Mexico's currency and sovereign debt markets are employed as proxies for exchange rate and political risks. The authors find some evidence for equity market premiums for exposure to these risks. |
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