Hedging Currency Risk in Emerging Markets

2014 ◽  
Keyword(s):  
Emerging Markets ◽  
Currency Risk

Currency Risk Premia in Emerging Markets

2018 ◽  
Author(s):  
Stephan Kranner
Keyword(s):  
Emerging Markets ◽  
Risk Premia ◽  
Currency Risk

Evaluating Currency Risk in Emerging Markets

2007 ◽  
Vol 97 (1-3) ◽  
pp. 163-175 ◽  
Author(s):  
S. Y. Novak ◽  
V. Dalla ◽  
L. Giraitis
Keyword(s):  
Emerging Markets ◽  
Currency Risk

Currency Risk Management in Emerging Markets

CFA Digest ◽  
1998 ◽  
Vol 28 (1) ◽  
pp. 63-64
Keyword(s):  
Risk Management ◽  
Emerging Markets ◽  
Currency Risk

Does Emerging Market Exchange Risk Affect Global Equity Prices?

2006 ◽  
Vol 41 (3) ◽  
pp. 511-540 ◽  
Author(s):  
Francesca Carrieri ◽  
Vihang Errunza ◽  
Basma Majerbi
Keyword(s):  
Emerging Markets ◽  
Emerging Market ◽  
Equity Returns ◽  
Market Exchange ◽  
Currency Risk ◽  
Equity Prices ◽  
Political Risks ◽  
Exchange Risk ◽  
Local Risk ◽  
Empirical Tests

AbstractThis paper conducts empirical tests in a conditional setting for 10 developed and 12 emerging markets to determine whether emerging market currency risk is priced and if it spills over into developed market assets. Our empirical model is based on real exchange rate measures and it allows currency risk to compete with broader economic and political risks. We find that emerging market currency risk is priced separately from other local risk factors and that it represents a significant component of equity returns in both developed and emerging markets. We also find that the spillover impact is heightened during emerging market crisis episodes and affects the expected compensation for global risks.

Hedge Funds in Emerging Markets

2001 ◽  
Author(s):  
Gordon de Brouwer
Keyword(s):  
Emerging Markets ◽  
Hedge Funds

Macroeconomics in Emerging Markets

2003 ◽  
Author(s):  
Peter J. Montiel
Keyword(s):  
Emerging Markets

Marketing in the Emerging Markets of Latin America

2005 ◽  
Author(s):  
Marin Marinov
Keyword(s):  
Latin America ◽  
Emerging Markets
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