Note on the cross-section of foreign currency risk premia and consumption growth risk
Year of publication: |
2008
|
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Authors: | Lustig, Hanno ; Verdelhan, Adrien |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Auslandsinvestition | Foreign investment | Währungsrisiko | Exchange rate risk | Zins | Interest rate | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Konsum | Consumption | USA | United States | 1953-2002 |
Extent: | 25 S. graph. Darst. |
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Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 13812 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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