Intertemporal risk in foreign currency markets
Thomas H. McCurdy and Ieuan G. Morgan
| Year of publication: |
1993
|
|---|---|
| Authors: | McCurdy, Thomas H. |
| Other Persons: | Morgan, Ieuan G. (contributor) |
| Published in: |
The exchange rate and the economy : [proceedings of a conference held at the Bank of Canada, 22 - 23 June 1992]. - Ottawa, Ontario, ISBN 0-660-15195-2. - 1993, p. 325-355
|
| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Schätzung | Estimation | Pfund Sterling | Pound Sterling | Währung | Currency | Kanadisch | Canadian | Deutsche Mark | Yen | Schweizer Franken | Swiss franc | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Kommentar S. 356 - 357 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001295874