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~person:"Weber, Michael"
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Weber, Michael
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1
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
- In:
Journal of Financial Economics
114
(
2014
)
2
,
pp. 197-225
The
downside
risk capital asset pricing model (DR-CAPM) can price the cross section of currency returns. The market …
Persistent link: https://www.econbiz.de/10010939422
Saved in:
2
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 107-225
Persistent link: https://www.econbiz.de/10010532263
Saved in:
3
Conditional Risk Premia in Currency Markets and Other Asset Classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
C.E.P.R. Discussion Papers
-
2013
The
downside
risk CAPM (DR-CAPM) can price the cross section of currency returns. The market-beta differential between …
Persistent link: https://www.econbiz.de/10011083756
Saved in:
4
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
Saved in:
5
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009727630
Saved in:
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