Salvaging the C-Capm : Currency Carry Trade Risk Premia and Conditioning Information
Year of publication: |
2012
|
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Authors: | Gonzalez, Angelica |
Other Persons: | Abhyankar, Abhay (contributor) ; Klinkowska, Olga (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market | Theorie | Theory | Prognose | Forecast |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2134861 [DOI] |
Classification: | G0 - Financial Economics. General ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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