Time-varying international diversification and the forward premium
Year of publication: |
2014
|
---|---|
Authors: | Jonen, Benjamin ; Scheuring, Simon |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 40.2014, p. 128-148
|
Subject: | Forward premium | Habits | International diversification | Risikoprämie | Risk premium | Welt | World | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Währungsderivat | Currency derivative | Japan | Schätzung | Estimation | Theorie | Theory | Multinationales Unternehmen | Transnational corporation |
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