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CAPM
Exchange rate
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Wechselkurs
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Estimation
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Theorie
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exchange rates
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fat-tailed distributions
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fundamentals
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OECD-Staaten
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asset pricing
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expectation formations
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flexible-price and sluggish-price exchange rate models
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macroeconomic risk
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risk premium
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Ausreißer
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Devisenmarkt
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Kaufkraftparität
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Purchasing power parity
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Volatility
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1996-2005
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Berkelaar, Arjan B.
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Cumperayot, Phornchanok J.
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European financial management : the journal of the European Financial Management Association
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The effect of VaR based risk management on asset prices and the volatility smile
Berkelaar, Arjan B.
;
Cumperayot, Phornchanok J.
; …
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10001688472
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