Entangled risks in incomplete FX markets
Thomas Maurer, Ngoc-Khanh Tran
| Year of publication: |
2021
|
|---|---|
| Authors: | Maurer, Thomas ; Tran, Ngoc-Khanh |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 142.2021, 1, p. 146-165
|
| Subject: | Entangled risks | Exchange rates | Incomplete markets | International finance puzzles | Jump risks | Unvollkommener Markt | Incomplete market | Risiko | Risk | Theorie | Theory | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | Volatilität | Volatility | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.05.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012650663