Implied betas for the Frankel-Wei regression framework
Year of publication: |
2022
|
---|---|
Authors: | Kunkler, Michael |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 218.2022, p. 1-5
|
Subject: | Exchange rates | Implied betas | Implied volatilities | Volatilität | Volatility | Betafaktor | Beta risk | Wechselkurs | Exchange rate | Theorie | Theory | CAPM | Schätzung | Estimation |
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