Benchmark Currency Stochastic Discount Factors
Year of publication: |
[2021]
|
---|---|
Authors: | Orłowski, Piotr ; Sokolovski, Valeri ; Sverdrup, Erik |
Publisher: |
[S.l.] : SSRN |
Subject: | Diskontierung | Discounting | Benchmarking | Theorie | Theory | CAPM | Stochastischer Prozess | Stochastic process | US-Dollar | US dollar | Momentenmethode | Method of moments | Währungsspekulation | Currency speculation |
Extent: | 1 Online-Ressource (72 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 18, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3945075 [DOI] |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Dollar Bond, Foreign Discount and Exchange Rate Risk
Wang, Junxuan, (2023)
-
Implications of Incomplete Markets for International Economies
Bakshi, Gurdip, (2017)
-
Systematic consumption risk in currency returns
Hoffmann, Mathias, (2013)
- More ...
-
Hedge Funds and Financial Intermediaries
Dahlquist, Magnus, (2020)
-
Why do investors buy sovereign default insurance?
Augustin, Patrick, (2016)
-
Why do investors buy sovereign default insurance?
Augustin, Patrick, (2016)
- More ...