FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3199453603> ?p ?o ?g. }

• W3199453603 abstract "Using the framework of the International Capital Asset Pricing Model, we estimate unconditional FX risk premiums for a large cross-section of firms from local currency perspectives. Further, we study the impact of potential FX risk diversifiability on FX risk premiums. Using equity data from nine major financial markets, we find support for FX risk being a contributing factor to stock return volatility in eight and a priced factor in four of the sample markets. Empirical estimates of FX risk premiums are economically meaningful, negative for U.S. and Swiss firms, and positive for Australian and Canadian firms." @default.
• W3199453603 created "2021-09-27" @default.
• W3199453603 creator A5010871333 @default.
• W3199453603 creator A5091157985 @default.
• W3199453603 date "2019-01-01" @default.
• W3199453603 modified "2023-09-26" @default.
• W3199453603 title "The Foreign Exchange Risk Premium in the Cross-Section of Stock Returns: International Evidence" @default.
• W3199453603 cites W1584017176 @default.
• W3199453603 cites W1975037475 @default.
• W3199453603 cites W1983930928 @default.
• W3199453603 cites W1986118618 @default.
• W3199453603 cites W1995834279 @default.
• W3199453603 cites W1995945562 @default.
• W3199453603 cites W2012226613 @default.
• W3199453603 cites W2017095822 @default.
• W3199453603 cites W2019337746 @default.
• W3199453603 cites W2023010267 @default.
• W3199453603 cites W2046231816 @default.
• W3199453603 cites W2048059991 @default.
• W3199453603 cites W2062651869 @default.
• W3199453603 cites W2064305707 @default.
• W3199453603 cites W2067966215 @default.
• W3199453603 cites W2070872401 @default.
• W3199453603 cites W2073234022 @default.
• W3199453603 cites W2073740083 @default.
• W3199453603 cites W2078550495 @default.
• W3199453603 cites W2079860685 @default.
• W3199453603 cites W2095102090 @default.
• W3199453603 cites W2114904621 @default.
• W3199453603 cites W2131868098 @default.
• W3199453603 cites W2145728387 @default.
• W3199453603 cites W2157903047 @default.
• W3199453603 cites W2160861654 @default.
• W3199453603 cites W2164883547 @default.
• W3199453603 cites W2166213206 @default.
• W3199453603 cites W2166215547 @default.
• W3199453603 cites W2559923082 @default.
• W3199453603 cites W2568066871 @default.
• W3199453603 cites W2737930258 @default.
• W3199453603 cites W2890080277 @default.
• W3199453603 cites W3021353747 @default.
• W3199453603 cites W3121224993 @default.
• W3199453603 cites W3121451334 @default.
• W3199453603 cites W3121888640 @default.
• W3199453603 cites W3122246746 @default.
• W3199453603 cites W3122301309 @default.
• W3199453603 cites W3122843715 @default.
• W3199453603 cites W3122849903 @default.
• W3199453603 cites W3123056992 @default.
• W3199453603 cites W3123633321 @default.
• W3199453603 cites W3123998694 @default.
• W3199453603 cites W3124443460 @default.
• W3199453603 cites W3124729772 @default.
• W3199453603 cites W3124789934 @default.
• W3199453603 cites W3124919835 @default.
• W3199453603 cites W3125435015 @default.
• W3199453603 cites W3125688476 @default.
• W3199453603 cites W3125720591 @default.
• W3199453603 cites W3125965591 @default.
• W3199453603 cites W3126118018 @default.
• W3199453603 cites W4249726876 @default.
• W3199453603 doi "https://doi.org/10.2139/ssrn.3493302" @default.
• W3199453603 hasPublicationYear "2019" @default.
• W3199453603 type Work @default.
• W3199453603 sameAs 3199453603 @default.
• W3199453603 citedByCount "0" @default.
• W3199453603 crossrefType "journal-article" @default.
• W3199453603 hasAuthorship W3199453603A5010871333 @default.
• W3199453603 hasAuthorship W3199453603A5091157985 @default.
• W3199453603 hasConcept C10138342 @default.
• W3199453603 hasConcept C106159729 @default.
• W3199453603 hasConcept C111472728 @default.
• W3199453603 hasConcept C127413603 @default.
• W3199453603 hasConcept C138885662 @default.
• W3199453603 hasConcept C141121606 @default.
• W3199453603 hasConcept C144133560 @default.
• W3199453603 hasConcept C151541453 @default.
• W3199453603 hasConcept C162324750 @default.
• W3199453603 hasConcept C165705269 @default.
• W3199453603 hasConcept C166052673 @default.
• W3199453603 hasConcept C17744445 @default.
• W3199453603 hasConcept C181236170 @default.
• W3199453603 hasConcept C199539241 @default.
• W3199453603 hasConcept C199728807 @default.
• W3199453603 hasConcept C200870193 @default.
• W3199453603 hasConcept C204036174 @default.
• W3199453603 hasConcept C556758197 @default.
• W3199453603 hasConcept C78519656 @default.
• W3199453603 hasConcept C91602232 @default.
• W3199453603 hasConceptScore W3199453603C10138342 @default.
• W3199453603 hasConceptScore W3199453603C106159729 @default.
• W3199453603 hasConceptScore W3199453603C111472728 @default.
• W3199453603 hasConceptScore W3199453603C127413603 @default.
• W3199453603 hasConceptScore W3199453603C138885662 @default.
• W3199453603 hasConceptScore W3199453603C141121606 @default.
• W3199453603 hasConceptScore W3199453603C144133560 @default.
• W3199453603 hasConceptScore W3199453603C151541453 @default.
• W3199453603 hasConceptScore W3199453603C162324750 @default.
• W3199453603 hasConceptScore W3199453603C165705269 @default.
• W3199453603 hasConceptScore W3199453603C166052673 @default.

• next