Purchasing Power Parity and Exchange Rate Risk in a Model of International Asset Pricing

Purchasing Power Parity and Exchange Rate Risk in a Model of International Asset Pricing
Author :
Publisher :
Total Pages : 18
Release :
ISBN-10 : OCLC:249747408
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Purchasing Power Parity and Exchange Rate Risk in a Model of International Asset Pricing by : Michael Beenstock

Download or read book Purchasing Power Parity and Exchange Rate Risk in a Model of International Asset Pricing written by Michael Beenstock and published by . This book was released on 1982 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Purchasing Power Parity and Exchange Rate Risk in a Model of International Asset Pricing Related Books

Purchasing Power Parity and Exchange Rate Risk in a Model of International Asset Pricing
Language: en
Pages: 18
Authors: Michael Beenstock
Categories: Foreign exchange
Type: BOOK - Published: 1982 - Publisher:

DOWNLOAD EBOOK

The World Price of Foreign Exchange Risk
Language: en
Pages:
Authors: Bernard Dumas
Categories:
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Departures from purchasing power parity imply that different countries have different prices for goods when a common numeraire is used. Stochastic changes in ex
An International Arbitrage Pricing Model with PPP Deviations
Language: en
Pages: 48
Authors: Ross Levine
Categories: Collective bargaining
Type: BOOK - Published: 1986 - Publisher:

DOWNLOAD EBOOK

Pricing Foreign Exchange Options
Language: en
Pages: 105
Authors: David W.K. Yeung
Categories: Business & Economics
Type: BOOK - Published: 1998-02-01 - Publisher: Hong Kong University Press

DOWNLOAD EBOOK

This book develops a new and interesting approach to the valuation of foreign exchange options. The authors synthesise international monetary theory with the Sa
The Price of Inflation and Foreign Exchange Risk in International Equity Markets
Language: en
Pages: 52
Authors: Cesare Robotti
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

In this paper the author formulates and tests an international intertemporal capital asset pricing model in the presence of deviations from purchasing power par