King U.S. Dollar, Global Risks, and Currency Option Premiums
Year of publication: |
[2022]
|
---|---|
Authors: | Bakshi, Gurdip ; Londono, Juan M. |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | US-Dollar | US dollar | Währungsderivat | Currency derivative | Devisenoption | Currency option | Risikoprämie | Risk premium | Risiko | Risk | Welt | World | Wechselkurs | Exchange rate |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 29, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4098947 [DOI] |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Forward and Spot Exchange Rates in a Multi-Currency World
Hassan, Tarek A., (2017)
-
Is there asymmetry in forward exchange rate bias? : multi-country evidence
Zhou, Su, (2002)
-
The pricing of FX forward contracts : micro evidence from banks' dollar hedging
Abbassi, Puriya, (2018)
- More ...
-
The variance risk premium around the world
Londono, Juan M., (2011)
-
Baele, Lieven, (2013)
-
Variance risk premiums and the forward premium puzzle
Londono, Juan M., (2012)
- More ...