The sources of pricing factors underlying the cross-section of currency returns
Year of publication: |
2020
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Authors: | Chen, Chih-Nan ; Lin, Chien-Hsiu |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 77.2020, p. 250-265
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Subject: | Carry trade | Equity volatility | Funding liquidity | Momentum | Short rate | Value | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Portfolio-Management | Portfolio selection | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Schätzung | Estimation | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market |
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