Volatility Risk Premia and Exchange Rate Predictability
Year of publication: |
2015
|
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Authors: | Della Corte, Pasquale |
Other Persons: | Ramadorai, Tarun (contributor) ; Sarno, Lucio (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Welt | World |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Economics (JFE), Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 29, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2233367 [DOI] |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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