Is There a Dollar Risk Factor?
Year of publication: |
2018
|
---|---|
Authors: | Boudoukh, Jacob |
Other Persons: | Richardson, Matthew P. (contributor) ; Thapar, Ashwin K (contributor) ; Wang, Franklin (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | US-Dollar | US dollar | Risiko | Risk | Währungssubstitution | Currency substitution | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3265394 [DOI] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Dollar Bond, Foreign Discount and Exchange Rate Risk
Wang, Junxuan, (2023)
-
de Oliveira Souza, Thiago, (2021)
-
de Oliveira Souza, Thiago, (2021)
- More ...
-
Optimal Currency Hedging for International Equity Portfolios
Boudoukh, Jacob, (2019)
-
Optimal currency hedging for international equity portfolios
Boudoukh, Jacob, (2019)
-
How Do Factor Premia Vary Over Time? A Century of Evidence
Ilmanen, Antti, (2019)
- More ...