Can currency risk be a source of risk premium in explaining forward premium puzzle? : Evidence from Asia-Pacific forward exchange markets
Year of publication: |
2003
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Authors: | Tai, Chu-sheng |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 13.2003, 4, p. 291-311
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Subject: | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | CAPM | Währungsderivat | Currency derivative | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
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