EXCHANGE RATE RISK EXPOSURE IN ASSET PRICING THEORY

A large number of research papers on relation between currency risk and firms’ value have been published during last several decades. Researches acknowledged that currency risk could be a pricing factor. In this paper we investigate the historical development of models within the pricing theory. Als...

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Bibliographic Details
Main Author: Kuchin I. I.
Format: Article
Language:Russian
Published: Novosibirsk State University Press 2016-09-01
Series:Mir Èkonomiki i Upravleniâ
Subjects:
Online Access:https://nsu.ru/ef/vestnik_ngu_ef/2016_3_3