Can the consumption capital asset pricing model account for traders' expected currency returns?
Year of publication: |
2015
|
---|---|
Authors: | Stillwagon, Josh R. |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 23.2015, 5, p. 1044-1069
|
Subject: | Risikoaversion | Risk aversion | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Varianzanalyse | Analysis of variance | CAPM | Schätzung | Estimation |
-
Carry trade returns and segmented risk pricing
Schulze, Gordon, (2021)
-
Currency futures' risk premia and risk factors
Bernoth, Kerstin, (2020)
-
Sahin, Baki Cem, (2021)
- More ...
-
Underreacting to News or Responding to Change? Reexamining Macroeconomic Expectations
Frydman, Roman, (2022)
-
Frydman, Roman, (2021)
-
Stillwagon, Josh R., (2016)
- More ...