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Entangled risks in incomplete FX markets
Maurer, Thomas
;
Tran, Ngoc-Khanh
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
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Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias
;
Maurer, Thomas
;
Pezzo, Luca
;
Taylor, …
- In:
Journal of financial economics
159
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015072587
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