Common Risk Factors in Currency Markets
Year of publication: |
2008-06
|
---|---|
Authors: | Lustig, Hanno ; Verdelhan, Adrien ; Roussanov, Nikolai |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM published as Rev. Financ. Stud. (2011) doi: 10.1093/rfs/hhr068 First published online: August 30, 2011 Number 14082 |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
-
Schmidt, Robert, (2004)
-
Leitner, Johannes, (2003)
-
Zur Qualität professioneller Wechselkursprognosen
Schmidt, Robert, (2003)
- More ...
-
Countercyclical Currency Risk Premia
Lustig, Hanno, (2010)
-
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
Lustig, Hanno, (2005)
-
Lustig, Hanno, (2008)
- More ...