A habit-based explanation of the exchange rate risk premium
Year of publication: |
2010
|
---|---|
Authors: | Verdelhan, Adrien |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 65.2010, 1, p. 123-146
|
Subject: | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | CAPM | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | USA | United States |
-
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien, (2005)
-
Exchange rate risk pricing by US equity for US industrial portfolios
Raihan, Mahfuz, (2013)
-
Koijen, Ralph S. J., (2018)
- More ...
-
Deviations from Covered Interest Rate Parity
DU, WENXIN, (2018)
-
Brusa, Francesca, (2014)
-
Information shocks, jumps, and price discovery: Evidence from the US Treasury market
Jiang, George J., (2008)
- More ...