Faithin Omaha eBook Collection

This paper provides new evidence on the pricing of exchange risk in global stock markets. We conduct empirical tests in a conditional setting with a multivariat

We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which the

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced

A collection of essays about foreign exchange risk and how to cope with it.

A comprehensive guide to managing global financial risk From the balance of payment exposure to foreign exchange and interest rate risk, to credit derivatives a