The skewness risk premium in currency markets
Year of publication: |
November 2016
|
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Authors: | Broll, Michael |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 494-511
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Subject: | Exchange rates | Skewness | FX risk premium | Sharpe ratio | Currency strategy | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Theorie | Theory | Risiko | Risk | Volatilität | Volatility | Schätzung | Estimation | Währungsrisiko | Exchange rate risk |
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