Global macro risks in currency excess returns
Year of publication: |
2018
|
---|---|
Authors: | Berg, Kimberly A. ; Mark, Nelson C. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 300-315
|
Subject: | Beta-risk | Carry trade | Currency excess returns | Global macro risk | Uncertainty | Kapitaleinkommen | Capital income | Risiko | Risk | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Welt | World | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle |
-
Measures of global uncertainty and carry-trade excess returns
Berg, Kimberly A., (2018)
-
Currency returns and systematic risk
Gonçalves, Fernanda, (2022)
-
Carry trades, order flow, and the forward bias puzzle
Breedon, Francis J., (2016)
- More ...
-
Global macro risks in currency excess returns
Berg, Kimberly A., (2016)
-
Demographics and Monetary Policy Shocks
BERG, KIMBERLY A., (2021)
-
Berg, Kimberly A., (2019)
- More ...