The pricing of unexpected volatility in the currency market
Wenna Lu, Laurence Copeland and Yongdeng Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Lu, Wenna ; Copeland, Laurence S. ; Xu, Yongdeng |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 17, p. 2032-2046
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| Subject: | asset pricing | Carry trade | currency portfolios | Markov-switching model | trading strategies | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Währungsspekulation | Currency speculation | CAPM | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2190464 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388546