Tests of the risk premium on foreign currency futures implied by the intertemporal asset pricing theory
Ramazan Gencay
| Year of publication: |
1995
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|---|---|
| Authors: | Gençay, Ramazan |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 5.1995, 2, p. 85-94
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| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001181321