Affine Models of Currency Pricing
Year of publication: |
[2021]
|
---|---|
Authors: | Backus, David K. ; Foresi, Silverio ; Telmer, Chris |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Wechselkurs | Exchange rate |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Series: | NBER Working Paper ; No. w5623 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1996 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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