An investable currency index : capturing beta in the currency market
Year of publication: |
2011
|
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Authors: | Bruce, Amos ; Petej, Ivan |
Published in: |
Sovereign asset management for a post-crisis world. - London : Central Banking Publ., ISBN 978-1-902182-71-1. - 2011, p. 95-113
|
Subject: | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | USA | United States | Theorie | Theory | CAPM | Betafaktor | Beta risk |
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