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International Review of Economics and Finance
Volumn 5, Issue 4, 1996, Pages 377-385
The pricing of foreign exchange risk: Evidence from ADRS
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Indexed keywords

EID: 0030524893     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(96)90024-6     Document Type: Article
Times cited : (23)
References (14)
  • 1
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    • Portfolio management and exchange rate risk: New theoretical and empirical perspectives on the hedging controversy
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    • Bailey W., Ng E., Stulz R.M. Portfolio management and exchange rate risk: New theoretical and empirical perspectives on the hedging controversy. Khoury S. Recent developments in banking and finance. 1992;Basil Blackwell, Oxford.
    • (1992) Recent developments in banking and finance
    • Bailey, W.1    Ng, E.2    Stulz, R.M.3
  • 2
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    • Predictable stock returns in the United States and Japan: A study of long-term capital market integration
    • Campbell J.Y., Hamao Y. Predictable stock returns in the United States and Japan: A study of long-term capital market integration. Journal of Finance. 47:1991;43-49.
    • (1991) Journal of Finance , vol.47 , pp. 43-49
    • Campbell, J.Y.1    Hamao, Y.2
  • 4
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    • Interest rate sensitivity in the common stocks of financial intermediaries
    • Giliberto M. Interest rate sensitivity in the common stocks of financial intermediaries. Journal of Financial and Quantitative Analysis. 20:1985;123-126.
    • (1985) Journal of Financial and Quantitative Analysis , vol.20 , pp. 123-126
    • Giliberto, M.1
  • 5
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    • The exchange-rate exposure of U.S. multinationals
    • Jorion P. The exchange-rate exposure of U.S. multinationals. Journal of Business. 63:1990;331-345.
    • (1990) Journal of Business , vol.63 , pp. 331-345
    • Jorion, P.1
  • 6
    • 4244001202 scopus 로고
    • The benefits of international diversification in bonds
    • R.W. Kolb. Miami: Kolb Publishing Co.
    • Levy H., Lerman Z. The benefits of international diversification in bonds. Kolb R.W. The international finance reader. 1991;190-198 Kolb Publishing Co. Miami.
    • (1991) The international finance reader , pp. 190-198
    • Levy, H.1    Lerman, Z.2
  • 7
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    • International diversification of investment portfolios
    • Levy H., Sarnat M. International diversification of investment portfolios. American Economic Review. 1970;668-675.
    • (1970) American Economic Review , pp. 668-675
    • Levy, H.1    Sarnat, M.2
  • 8
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    • Investors' ticket abroad - American depository receipts are growing in popularity
    • April 30
    • Merjos A. Investors' ticket abroad - American depository receipts are growing in popularity. Barron's. 1984, April 30.
    • (1984) Barron's
    • Merjos, A.1
  • 10
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    • An empirical investigation of the arbitrage pricing theory
    • Roll R., Ross S. An empirical investigation of the arbitrage pricing theory. Journal of Finance. 35:1980;1073-1104.
    • (1980) Journal of Finance , vol.35 , pp. 1073-1104
    • Roll, R.1    Ross, S.2
  • 11
    • 49549135545 scopus 로고
    • The arbitrage theory of capital asset pricing
    • Ross S. The arbitrage theory of capital asset pricing. Journal of Economic Theory. 1976;341-360.
    • (1976) Journal of Economic Theory , pp. 341-360
    • Ross, S.1
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    • The pricing of interest rate risk: Evidence from the stock market
    • Sweeney R.J., Warga A.D. The pricing of interest rate risk: Evidence from the stock market. Journal of Finance. 41:1986;393-410.
    • (1986) Journal of Finance , vol.41 , pp. 393-410
    • Sweeney, R.J.1    Warga, A.D.2
  • 14
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    • Some tests of international equity integration
    • Wheatley S. Some tests of international equity integration. Journal of Financial Economics. 21:1988;177-212.
    • (1988) Journal of Financial Economics , vol.21 , pp. 177-212
    • Wheatley, S.1

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