Risk and return spillovers among the G10 currencies
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Barry Rafferty
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Greenwood-Nimmo, Matthew ; Viet Hoang Nguyen ; Rafferty, Barry |
| Publisher: |
Melbourne, Victoria : Melbourne Institute of Applied Economic and Social Research, The University of Melbourne |
| Subject: | skewness | Risikoneutralität | Risk neutrality | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Spillover-Effekt | Spillover effect | Devisenmarkt | Foreign exchange market | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | 1999-2014 |
| Extent: | 32 Seiten Illustrationen |
|---|---|
| Series: | Melbourne Institute working paper series. - Melbourne : [Verlag nicht ermittelbar], ISSN 1328-4991, ZDB-ID 2472439-7. - Vol. no. 16/4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe |
| ISBN: | 978-0-7340-4402-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011437006