Systematic consumption risk in currency returns
Year of publication: |
June 2017
|
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Authors: | Hoffmann, Mathias ; Studer-Suter, Rahel |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 74.2017, p. 187-208
|
Subject: | Foreign exchange | Uncovered interest parity | Carry trade returns | Consumption risk | Asset pricing | Habit model | Zinsparität | Interest rate parity | CAPM | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Risiko | Risk | Risikoprämie | Risk premium | Schätzung | Estimation | Privater Konsum | Private consumption | Währungsspekulation | Currency speculation | Theorie | Theory | Währungsrisiko | Exchange rate risk |
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