The Intertemporal Relation between Expected Return and Risk on Currency
Year of publication: |
2009-09
|
---|---|
Authors: | Bali, Turan ; Yilmaz, Kamil |
Institutions: | İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi |
Subject: | Foreign exchange market | ICAPM | High-frequency data | Time-varying risk aversion | Daily realized volatility |
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