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Exchange rate risk in the US stock market
Ding Du, Ou Hu
Business, The W.A. Franke College of (CoB)
Research output
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Contribution to journal
›
Article
›
peer-review
21
Scopus citations
Overview
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Dive into the research topics of 'Exchange rate risk in the US stock market'. Together they form a unique fingerprint.
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Keyphrases
US Stock Market
100%
Exchange Rate Risk
100%
Strong Factors
40%
Exchange Rate Changes
40%
Exchange Rate Sensitivity
40%
Strong Correlation
20%
Risk Factors
20%
Firm-specific
20%
Stock Returns
20%
Size Factor
20%
Industry Portfolios
20%
Economics, Econometrics and Finance
Exchange Rate Risk
100%
Exchange Rate Changes
40%
Exchange Rate
40%
Industry
20%
Risk Factor
20%
Capital Market Returns
20%
Robust Statistics
20%