Market and Currency Risk Premia during Financialand Political Crises : An Asset Pricing Perspective
Year of publication: |
2004-02-01
|
---|---|
Authors: | Loebb, Joachim |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Internationaler Kreditmarkt | International credit market | GARCH-Prozess | Währungsrisiko | currency risk |
Extent: | 43 p. application/pdf |
---|---|
Series: | Working Paper ; No. 159 (2004) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C32 - Time-Series Models ; F30 - International Finance. General ; G12 - Asset Pricing ; G15 - International Financial Markets ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; GERMANY ; Switzerland. General Resources ; United Kingdom ; USA ; Japan |
Source: | USB Cologne (business full texts) |
-
Market Integration and Contagion : Evidence From Asian Emerging Stock and Foreign Exchange Markets
Tai, Chu-Sheng, (2021)
-
The Uncovered Return Parity Condition
Cappiello, Lorenzo, (2021)
-
Global Banks, Dollar Funding, and Regulation
Aldasoro, Iñaki, (2019)
- More ...
-
Measuring Integrated Variance with Extreme-Value based Estimators
Loebb, Joachim, (2006)
-
Model Combination and Stock Return Predictability
Hagmann, Matthias, (2006)
-
Monnin, Pierre, (2004)
- More ...