The term structure of currency carry trade risk premia
Year of publication: |
2019
|
---|---|
Authors: | Lustig, Hanno ; Stathopoulos, Andreas ; Verdelhan, Adrien |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 109.2019, 12, p. 4142-4177
|
Subject: | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Währungsrisiko | Exchange rate risk | Zinsrisiko | Interest rate risk | Dauer | Duration | Theorie | Theory | Industrieländer | Industrialized countries |
-
The Term Structure of Currency Carry Trade Risk Premia
Lustig, Hanno N., (2013)
-
The Term Structure of Currency Carry Trade Risk Premia
Lustig, Hanno N., (2018)
-
The term structure of currency carry trade risk premia
Lustig, Hanno, (2013)
- More ...
-
The term structure of currency carry trade risk premia
Lustig, Hanno, (2013)
-
The Term Structure of Currency Carry Trade Risk Premia
Lustig, Hanno, (2013)
-
The Term Structure of Currency Carry Trade Risk Premia
Lustig, Hanno, (2013)
- More ...