Risk and return in the foreign exchange market : measurement without VARs
Shaowen Luo
| Year of publication: |
2023
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|---|---|
| Authors: | Luo, Shaowen |
| Published in: |
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance. - Oxford : Wiley-Blackwell, ISSN 1468-2362, ZDB-ID 2024919-6. - Vol. 26.2023, 1, p. 64-81
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| Subject: | exchange rate | inflation indexed bond | risk premium | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Inflation | Wechselkurs | Exchange rate | Indexanleihe | Index-linked bond | Kapitaleinkommen | Capital income | Theorie | Theory | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/infi.12422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252174