Asset Pricing and the Foreign Exchange Risk in the Polish Market

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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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Bibliographic Details
Main Author:	Xing, Jingjing
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26166/

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