New Insights on the Forward Premium Regression through a Portfolio-based Approach
Year of publication: |
[2021]
|
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Authors: | Kim, Jinyong ; Kim, Kun Ho ; Kim, Taejin |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3812224 [DOI] |
Classification: | F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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