Monetary policy and currency variance risk premia
Year of publication: |
2024
|
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Authors: | Dossani, Asad |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102288, p. 1-21
|
Subject: | Predictability | Shadow short rate | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zinsstruktur | Yield curve | Börsenkurs | Share price |
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