Variance risk premiums in foreign exchange markets
Year of publication: |
2013
|
---|---|
Authors: | Ammann, Manuel ; Buesser, Ralf |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 23.2013, p. 16-32
|
Subject: | Foreign exchange | Variance risk premium | Variance swap | Intraday data | Risk-neutral expectation | Jump risk | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | US-Dollar | US dollar | Wechselkurs | Exchange rate | Swap | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
-
Variance risk premiums in foreign exchange markets
Ammann, Manuel, (2013)
-
Essays on FX variance risk premium, monetary policy and currency returns
Pozdeev, Igor, (2020)
-
Uncertainty network risk and currency returns
Babiak, Mykola, (2021)
- More ...
-
Variance risk premiums in foreign exchange markets
Ammann, Manuel, (2013)
-
Variance risk premiums in foreign exchange markets
Ammann, Manuel, (2013)
-
Variance Risk Premiums in Foreign Exchange Markets
Ammann, Manuel, (2013)
- More ...