Uncovered return parity : equity returns and currency returns
Year of publication: |
2022
|
---|---|
Authors: | Djeutem, Edouard ; Dunbar, Geoffrey R. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 128.2022, p. 1-25
|
Subject: | Equity Returns | Exchange Rates | Interest Rate Parity | Kapitaleinkommen | Capital income | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Schätzung | Estimation | Risikoprämie | Risk premium | CAPM |
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