Exchange rates and the conversion of currency-specific risk premia
Year of publication: |
2007
|
---|---|
Authors: | Eisenberg, Astrid ; Rudolf, Markus |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 13.2007, 4, p. 672-701
|
Subject: | Internationaler Finanzmarkt | International financial market | CAPM | Arbitrage Pricing | Arbitrage pricing | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Stochastischer Prozess | Stochastic process | Deutschland | Germany | USA | United States | Japan | Großbritannien | United Kingdom | 1988-2002 |
-
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian, (2000)
-
International capital markets and foreign exchange risk
Brennan, Michael J., (2006)
-
Mouabbi, Sarah, (2014)
- More ...
-
Exchange Rates and the Conversion of Currency-Specific Risk Premia
Eisenberg, Astrid, (2005)
-
Exchange Rates and the Conversion of Currency-Specific Risk Premia
Eisenberg, Astrid, (2007)
-
Exchange Rates and the Conversion of Currency-Specific Risk Premia
Eisenberg, Astrid, (2007)
- More ...