Financial amplification of foreign exchange risk premia
Year of publication: |
2010
|
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Authors: | Adrian, Tobias ; Etula, Erkko ; Groen, Jan J. J. |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Wechselkursrisiko | Risikoprämie | US-Dollar | Finanzintermediär | Capital Asset Pricing Model | USA | Welt | Foreign exchange risk premium | systemic risk monitoring | financial intermediation | asset pricing |
Series: | Staff Report ; 461 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 635903482 [GVK] hdl:10419/60926 [Handle] |
Classification: | G15 - International Financial Markets ; G01 - Financial Crises ; G17 - Financial Forecasting ; F31 - Foreign Exchange |
Source: |
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Financial amplification of foreign exchange risk premia
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