Asset Pricing and the Foreign Exchange Risk in the Polish Market
This study examines the relationship between the cross-section of Polish stock returns and the foreign exchange rates with a sample period from 2002 to 2011. The findings indicate that the foreign exchange risk is priced in the cross-section of Polish stock returns with a sample period spanning 2002...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/26166/ |