The Term Structure of Currency Carry Trade Risk Premia
Year of publication: |
2018
|
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Authors: | Lustig, Hanno N. |
Other Persons: | Stathopoulos, Andreas (contributor) ; Verdelhan, Adrien (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
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 (113 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2340547 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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