Return dispersion risk in FX and global equity markets : does it explain currency momentum?
Klaus Grobys, Jari-Pekka Heinonen, James Kolari
| Year of publication: |
2018
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|---|---|
| Authors: | Grobys, Klaus ; Heinonen, Jari-Pekka ; Kolari, James W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 56.2018, p. 264-280
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| Subject: | Currency markets | Global economic risk | Momentum | Return dispersion | Welt | World | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Schätzung | Estimation | Volatilität | Volatility | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.01.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006275