Exchange rate exposure revisited in Malaysia: a tale of two measures
This paper investigates a tale of two measures, which are market portfolio returns and exchange rate movements. The two measures are important risk factors which affect firm share returns. This study also demonstrates that the orthogonalized exchange rate exposure model is better at capturing the ef...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/22409/1/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/22409/ https://doi.org/10.1007/s40821-017-0099-z |
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