| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 964140 | Journal of International Money and Finance | 2011 | 15 Pages |
Abstract
⺠This paper explores the risk adjusted uncovered equity parity model. ⺠The equity parity is revised to take into account of market risk. ⺠Market risk seems to be significant in capital flows for Asian emerging markets. ⺠It can help explain the failure of a traditional uncovered equity parity model.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Heeho Kim,