Measuring the risk of investment in Latin America's emerging markets
This paper uses a multi-factor Arbitrage Pricing model to measure the systematic risks of U.S. Foreign Direct Investments (FDI) in the largest emerging markets of Latin America: Argentina, Brazil, Chile, and Mexico. The Arbitrage Pricing Theory (APT) states that returns on investments are exposed...
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| Format: | Others |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/43467 http://scholar.lib.vt.edu/theses/available/etd-062899-191558/ |