Estimates of foreign exchange risk premia : a pricing kernel approach
Lorenzo Cappiello; Nikolaos Panigirtzoglou
| Year of publication: |
2008
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|---|---|
| Authors: | Cappiello, Lorenzo ; Panigirtzoglou, Nikolaos |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 35.2008, 3, p. 475-495
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| Subject: | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | CAPM | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003776715