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Volumn 15, Issue 11, 2005, Pages 765-771

Exchange rate risk and Philippine stock returns: Before and after the Asian financial crisis

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; FINANCIAL CRISIS; STOCK MARKET;

EID: 23044516289     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100500107784     Document Type: Article
Times cited : (21)

References (9)
  • 1
    • 84944838161 scopus 로고
    • International portfolio choice and corporation finance: A synthesis
    • Adler, M. and Dumas B. (1983) International portfolio choice and corporation finance: a synthesis, The Journal of Finance, 38, 925-84.
    • (1983) The Journal of Finance , vol.38 , pp. 925-984
    • Adler, M.1    Dumas, B.2
  • 2
    • 33444462608 scopus 로고    scopus 로고
    • Macroeconomic factors and Philippine stock returns
    • Aquino, R. Q. (2002-2003) Macroeconomic factors and Philippine stock returns, Philippine Management Review, 10, 24-40.
    • (2002) Philippine Management Review , vol.10 , pp. 24-40
    • Aquino, R.Q.1
  • 4
    • 0000496978 scopus 로고
    • Economic forces and the stock market
    • Chen, N.-F., Roll, R. and Ross, S. (1986) Economic forces and the stock market, Journal of Business, 59, 583-603.
    • (1986) Journal of Business , vol.59 , pp. 583-603
    • Chen, N.-F.1    Roll, R.2    Ross, S.3
  • 5
  • 6
    • 33444471283 scopus 로고    scopus 로고
    • Philippine Business Profiles & Perspectives, Inc.
    • Philippine Business Profiles & Perspectives, Inc., Top 7,000 Corporations, 1998-1999.
    • Top 7,000 Corporations, 1998-1999
  • 7
    • 49549135545 scopus 로고
    • The arbitrage theory of capital asset pricing
    • Ross, S. (1976) The arbitrage theory of capital asset pricing, Journal of Economic Theory, 13, 341-60.
    • (1976) Journal of Economic Theory , vol.13 , pp. 341-360
    • Ross, S.1
  • 8
    • 0001567434 scopus 로고
    • The pricing of interest rate risk: Evidence from the stock market
    • Sweeney, R. and Warga, A. (1986) The pricing of interest rate risk: evidence from the stock market, The Journal of Finance, 41, 393-410.
    • (1986) The Journal of Finance , vol.41 , pp. 393-410
    • Sweeney, R.1    Warga, A.2
  • 9
    • 33444470777 scopus 로고    scopus 로고
    • A test of the CAPM on Philippine common stocks
    • Yu, J. (2002) A test of the CAPM on Philippine common stocks, The Philippine Review of Economics, 24, 121-41.
    • (2002) The Philippine Review of Economics , vol.24 , pp. 121-141
    • Yu, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.