Variance Risk Premiums and the Forward Premium Puzzle
Year of publication: |
2013
|
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Authors: | Londono, Juan M. |
Other Persons: | Zhou, Hao (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | US-Dollar | US dollar | Währungsspekulation | Currency speculation | Großbritannien | United Kingdom | Börsenkurs | Share price | Japan | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries | Währungsderivat | Currency derivative |
Extent: | 1 Online-Ressource (54 p) |
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Series: | FRB International Finance Discussion Paper ; No. 1068 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2209753 [DOI] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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