Estimates of foreign exchange risk premia: A pricing Kernel approach
Year of publication: |
2005
|
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Authors: | Cappiello, Lorenzo ; Panigirtzoglou, Nikolaos |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Wechselkursrisiko | Zinsparität | Risikoprämie | Capital Asset Pricing Model | Theorie | Foreign exchange, Risk premia, Pricing kernel |
Series: | Working Paper ; 547 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 502060433 [GVK] hdl:10419/62861 [Handle] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets ; F31 - Foreign Exchange |
Source: |
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