Conditional risk premia in currency markets and other asset classes
Martin Lettau; Matteo Maggiori; Michael Weber
| Year of publication: |
2014
|
|---|---|
| Authors: | Lettau, Martin ; Maggiori, Matteo ; Weber, Michael |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 114.2014, 2, p. 107-225
|
| Subject: | Carry trade | Commodity basis | Downside risk | Equity cross section | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Welt | World | Theorie | Theory | CAPM | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010532263