Higher moment exchange rate exposure of S&P500 firms
Year of publication: |
November 2017
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Authors: | Bianconi, Marcelo ; Cai, Zhe |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 513-530
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Subject: | U.S. large-cap | FX risk | FX skewness | FX kurtosis | Panel data | USA | United States | Panel | Panel study | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Volatilität | Volatility | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments |
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