Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Christine Jiang and Thomas C. Chiang
| Year of publication: |
2000
|
|---|---|
| Authors: | Jiang, Christine X. ; Chiang, Thomas C. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 10.2000, 1, p. 95-104
|
| Subject: | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Kanada | Canada | Japan | Großbritannien | United Kingdom | Deutschland | Germany | 1973-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001525818