Asset return dynamics and the FX risk premium in a decentralized dealer market
Year of publication: |
2004
|
---|---|
Authors: | Derviz, Alexis |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 48.2004, 4, p. 747-784
|
Subject: | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Zinsparität | Interest rate parity |
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