Implied betas for the Frankel-Wei regression framework
Michael Kunkler
| Year of publication: |
2022
|
|---|---|
| Authors: | Kunkler, Michael |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 218.2022, p. 1-5
|
| Subject: | Exchange rates | Implied betas | Implied volatilities | Volatilität | Volatility | Wechselkurs | Exchange rate | Betafaktor | Beta risk | CAPM | Schätzung | Estimation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2022.110758 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013466507