Determinants of forward exchange risk premia in efficient markets
Peter A. Sharp
| Year of publication: |
1985
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|---|---|
| Authors: | Sharp, Peter A. |
| Published in: |
Exchange rates, trade, and the US economy. - Cambridge, Mass. : Ballinger, ISBN 0-88410-948-8. - 1985, p. 167-180
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| Subject: | Theorie | Theory | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001268151