A credit-based theory of the currency risk premium
Pasquale Della Corte, Alexandre Jeanneret, Ella D.S. Patelli
| Year of publication: |
2023
|
|---|---|
| Authors: | Della Corte, Pasquale ; Jeanneret, Alexandre ; Patelli, Ella D. S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 149.2023, 3, p. 473-496
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| Subject: | Exchange rate | Predictability | Risk premium | Credit risk | Sovereign default | Risikoprämie | Währungsrisiko | Exchange rate risk | Kreditrisiko | Wechselkurs | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014420543