Title of article
Exchange rate regimes and the price of exchange rate risk
Author/Authors
Richard Priestley، نويسنده , , Bernt Arne ?degaard، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
8
From page
181
To page
188
Abstract
We investigate the price of exchange rate risk in the US stock market across exchange rate regimes. We find that exchange rate risk is a priced factor and that the sign of the price of risk is affected by the exchange rate regime. The results have important implications for risk management policies
Keywords
Exchange rate price of risk , Exchange rate regimes
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435342
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