Currency risk premia redux
Federico Nucera, Lucio Sarno and Gabriele Zinna
| Year of publication: |
June 2021
|
|---|---|
| Authors: | Nucera, Federico ; Sarno, Lucio ; Zinna, Gabriele |
| Publisher: |
London : Emerging Markets Group, Bayes Business School, City University |
| Subject: | Currency risk premia | asset pricing | omitted factors | measurement error | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | CAPM | Zinsstruktur | Yield curve | Schätzung | Estimation | Statistischer Fehler | Statistical error | Theorie | Theory | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income |
| Extent: | 1 Online-Ressource (circa 106 Seiten) Illustrationen |
|---|---|
| Series: | EMG working paper series. - London : Emerging Markets Group, Bayes Business School, City University, ZDB-ID 3010073-2. - Vol. WP-EMG-2021, 03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187820