Properties of foreign exchange risk premiums
Lucio Sarno, Paul Schneider, Christian Wagner
| Year of publication: |
2012
|
|---|---|
| Authors: | Sarno, Lucio ; Schneider, Paul ; Wagner, Christian |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 2, p. 279-310
|
| Subject: | Term structure | Exchange rates | Forward bias | Predictability | Währungsspekulation | Currency speculation | Risiko | Risk | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Welt | World |
| 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/10009666833