Openness and the exchange rate exposure of national stock markets
1999 (English)In: INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, Vol. 4, no 1, 55-62 p.Other (Other scientific)
The relationship between the valuation of the stock market and an effective exchange rate is examined. Monthly data on 11 industrialized countries, for the period 1973-1996, are used. It is found that the more open the economy, the stronger is the (posit
Place, publisher, year, edition, pages
JOHN WILEY & SONS LTD , 1999. Vol. 4, no 1, 55-62 p.
exchange rate exposure; exchange rate pass-through; RISK
IdentifiersURN: urn:nbn:se:uu:diva-60340OAI: oai:DiVA.org:uu-60340DiVA: diva2:88251
Addresses: Friberg R, Stockholm Sch Econ, POB 6501, S-11383 Stockholm, Sweden. Stockholm Sch Econ, S-11383 Stockholm, Sweden. Univ Uppsala, S-75120 Uppsala, Sweden.2008-10-172008-10-17