Sökning: "Daniela de Oliveira Andersson"

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  1. 1. Exchange rate risk and its determinants. : Evidence from international stock markets

    Magister-uppsats, Nationalekonomiska institutionen

    Författare :Daniela de Oliveira Andersson; [2005]
    Nyckelord :International Asset Pricing Model; exchange rate risk; ; determinants of exchange rate risk.;

    Sammanfattning : This paper evaluates if international stock markets are exposed to fluctuation in the exchange rate and whether this exposure is related to exports, imports and inflation. Eight countries are studied: Australia, Belgium, Brazil, Hong Kong, Sweden, Switzerland, the United Kingdom and the United States. LÄS MER