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University of Illinois at Urbana-Champaign
The currency risk factor in international equity pricing
Abstract
dc:descriptionCurrency risk in the pricing of international equity returns is analyzed from an empirical viewpoint. The significance of other factors, such as the domestic market index, world index, and industry index is also analyzed.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Finance
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2011
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Gupta, Manoj
- Contributors dc:contributor
-
- Finnerty, Joseph E.
Subjects
dc:subject × 4Rights
dc:rights- Statement dc:rights
-
- Copyright 1990 Gupta, Manoj
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
-
AAI9026198
(UMI)AAI9026198 - OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/20161