Long-term foreign exchange risk premia and inflation risk
Year of publication: |
2021
|
---|---|
Authors: | Daehwan, Kim ; Moneta, Fabio |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-12
|
Subject: | Affine term structure model | Foreign exchange risk premia | Inflation risk | Inflation volatility | Real interest rates | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Inflation | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Theorie | Theory | CAPM | Realzins | Real interest rate | Inflationserwartung | Inflation expectations |
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