General equilibrium pricing of currency and currency options
Du Du
| Year of publication: |
2013
|
|---|---|
| Authors: | Du, Du |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 3, p. 730-751
|
| Subject: | Variable disaster | Recursive preference | Stochastic skewness | Carry trade | Uncovered interest parity anomaly | Zinsparität | Interest rate parity | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | Devisenoption | Currency option | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | CAPM | Zinsstruktur | Yield curve | Schätzung | Estimation | Volatilität | Volatility |
| 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/10010255704