Currency futures' risk premia and risk factors

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Bibliographic Details

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:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1866
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