Currency excess returns and global downside market risk
Year of publication: |
2014
|
---|---|
Authors: | Atanasov, Victoria ; Nitschka, Thomas |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 47.2014, C, p. 268-285
|
Publisher: |
Elsevier |
Subject: | CAPM | Downside risk | Exchange rate | Forward premium puzzle | Uncovered interest rate parity | Upside risk |
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