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Conditional Pricing of Currency Risk in Africa's Equity Markets · Study

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ArticleConditional Pricing of Currency Risk in Africa's Equity Markets

Odongo Kodongo2014

OA

Articlegreen2014

Conditional Pricing of Currency Risk in Africa's Equity Markets

Odongo Kodongo · Kalu Ojah

17 citations·0/0 files stored·Emerging Markets Review

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1996The Conditional CAPM and the Cross-Section of Expected Returns 2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying 2009A skeptical appraisal of asset pricing tests☆1995Predictable Risk and Returns in Emerging Markets 1991The World Price of Covariance Risk 1994Predictable Risk and Returns in Emerging Markets 1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model

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Year2014

Typearticle

Published2014-01-01

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ememar.2014.08.005

openalex_workW2056493818

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