Browsing by Subject "Asset pricing"

Now showing items 1-2 of 2

    • Essays on Exchange Rate Risk 

      Rafferty, Barry John (2012)
      This dissertation is a collection of papers with the unifying objective being to better understand crash risk in foreign exchange markets. I investigate how exposure to the risk of currency crashes is able to provide a unified ...

    • Ownership of Capital in Monetary Economies and the Inflation Tax on Equity 

      Chami, Ralph; Cosimano, Thomas F; Fullenkamp, Connel (1998)
      Asset pricing models have only partially captured the true inflation risk of equities. The contribution of this paper is to identify and quantify the extra inflation tax on equities that results when ownership of physical ...