Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Year of publication: |
2021
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---|---|
Authors: | Joseph, Nathan Lael ; Su, Chen ; Huang, Winifred ; Lai, Baoying |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 17, p. 1684-1713
|
Subject: | Foreign exchange rate risk premia | Interest rate risk premia | Short to long horizon returns | Stock characteristics | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Zinsrisiko | Interest rate risk | Zinsparität | Interest rate parity | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory | Zins | Interest rate |
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