Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market : evidence form survey data
Georges Prat; Remzi Uctum
| Year of publication: |
2013
|
|---|---|
| Authors: | Prat, Georges ; Uctum, Remzi |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 23.2013, p. 33-54
|
| Subject: | Risk premium | Foreign exchange market | International asset pricing model | Survey data | Theorie | Theory | Risikoprämie | Devisenmarkt | CAPM | Währungsrisiko | Exchange rate risk | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009707514