Modelling the currency forward risk premium : a new perspective
Ramaprasad Bhar; Carl Chiarella and Toan M. Pham
| Year of publication: |
2001
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Chiarella, Carl ; Pham, Toan M. |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 8.2001, 4, p. 341-360
|
| Subject: | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Welt | World | 1990-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Asia-Pacific financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001712363