Mispricing and risk premia in currency markets
Year of publication: |
31 October 2023
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Authors: | Bartram, Söhnke M. ; Djuranovik, Leslie ; Garratt, Anthony ; Xu, Yan |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Predictors | anomalies | mispricing | analysts | market efficiency | real-time | point-in-time | arbitrage costs | IPCA | instrumented principal components analysis | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Theorie | Theory | Devisenmarkt | Foreign exchange market | CAPM | Finanzanalyse | Financial analysis |
Extent: | 1 Online-Ressource (circa 79 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP18563 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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