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- W2129133602 abstract "The study sought to examine the impact of currency risks on the performance of cross-border collective investment schemes. Using data monthly from Ghana and selected African countries over the period 2005 to 2010 and employing a Hendry type error correction model, the results of the study seem to indicate that ccurrency risks are important in explaining the returns on cross-border investments albeit with a lag and upon aggregation. The findings also indicate significant effects flowing from macroeconomic variables such as interest rates. These findings indicate a need to consider currency risks and domestic interest rates when compiling investment portfolios. The findings have significant policy implications as regards international or cross-border investments." @default.
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- W2129133602 date "2012-12-07" @default.
- W2129133602 modified "2023-09-30" @default.
- W2129133602 title "Cross-border Investments, Currency Risks and Portfolio Returns: The Case of Epack - Ghana" @default.
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- W2129133602 doi "https://doi.org/10.5539/ibr.v6n1p137" @default.
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