Global macro risks in currency excess returns
Year of publication: |
2018
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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
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Subject: | Beta-risk | Carry trade | Currency excess returns | Global macro risk | Uncertainty | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income | Risiko | Risk | Welt | World | Theorie | Theory | Equity-Premium-Puzzle | Equity premium puzzle | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
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