The intertemporal relation between expected return and risk on currency
Year of publication: |
2009
|
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Authors: | Bali, Turan G. ; Yilmaz, Kamil |
Publisher: |
Istanbul : TÜSİAD-Koç University Economic Research Forum |
Subject: | Capital Asset Pricing Model | Korrelation | Risikoaversion | Beta-Faktor | Risikoprämie | Zeitpräferenz | Hedging | Theorie | foreign exchange market | ICAPM | high-frequency data | time-varying risk aversion | daily realized volatility |
Series: | Working Paper ; 0909 [rev.] |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 638341507 [GVK] hdl:10419/45410 [Handle] |
Classification: | G12 - Asset Pricing ; C13 - Estimation ; C22 - Time-Series Models |
Source: |
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The intertemporal relation between expected return and risk on currency
Bali, Turan G., (2009)
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The Intertemporal Relation between Expected Return and Risk on Currency
Bali, Turan, (2009)
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Conrad, Christian, (2008)
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The intertemporal relation between expected return and risk on currency
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Diebold, Francis X., (2007)
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