Financial amplification of foreign exchange risk premia
Year of publication: |
2011
|
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Authors: | Adrian, Tobias ; Etula, Erkko M. ; Groen, Jan J. J. |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 55.2011, 3, p. 354-370
|
Subject: | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | US-Dollar | US dollar | Finanzintermediation | Financial intermediation | CAPM | USA | United States | Welt | World |
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