Currency futures' risk premia and risk factors

Saved in:

Authors and Corporations:

Bernoth, Kerstin (Author), Hagen, Jürgen von (Author), Vries, Casper G. de (Author)

Other Authors:

Hagen, Jürgen von 1955- [Author] • Vries, Casper G. de 1955- [Author]

Type of Resource:

E-Book

Language:

English

published:

Berlin DIW Berlin, German Institute for Economic Research 2020

Series:

Subjects:

forward premium puzzle

uncovered interest parity

futures rates

risk premium

currency excess returns

capital asset pricing model

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers