Switching Risk Off : FX Correlations and Risk Premia
Year of publication: |
2014
|
---|---|
Authors: | Beber, Alessandro |
Other Persons: | Brandt, Michael W. (contributor) ; Cen, Jason (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation |
Extent: | 1 Online-Ressource (69 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 11, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2508651 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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