Browsing NHH Brage by Author "Pettersen, Morten Jensen"
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Exchange rate risk compensation in international ETFs
Apeland, Mathias; Pettersen, Morten Jensen (Master thesis, 2018)We study exchange rate risk compensation in international ETFs from the perspective of a U.S. investor by using the Dollar and Carry currency risk factors. We find that U.S. investors are compensated for taking currency ...