INTERNATIONAL ASSET PRICING MODELS AND CURRENCY RISK : EVIDENCE FROM VIETNAM
This study investigates international asset pricing and whether currency risk is priced in Vietnam's Ho Chi Minh stock market from August 2000 to February 2014. Three international capital asset pricing models (ICAPM) are constructed to examine the pricing of risks in Vietnam market. A tri-vari...
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| Main Author: | |
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| Format: | Final Year Project Report |
| Language: | English English |
| Published: |
Universiti Malaysia Sarawak, (UNIMAS)
2014
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/37559/1/EDWARD%20CHUA%20YAU%20SHENG%2024pgs.pdf http://ir.unimas.my/id/eprint/37559/4/Edward%20Chua%20Yau%20Sheng%20ft.pdf http://ir.unimas.my/id/eprint/37559/ |
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