The Term Structure of Currency Carry Trade Risk Premia
Year of publication: |
November 2013
|
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Authors: | Lustig, Hanno |
Other Persons: | Stathopoulos, Andreas (contributor) ; Verdelhan, Adrien (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Theorie | Theory | Zinsrisiko | Interest rate risk | Industrieländer | Industrialized countries | Dauer | Duration | Devisenmarkt | Foreign exchange market |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w19623 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w19623 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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