The dynamics and stochastics of currency betas based on the unbiasedness hypothesis in foreign exchange markets
Winston T. Lin; Hong-Jen Lin; Yueh H. Chen
| Year of publication: |
2002
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|---|---|
| Authors: | Lin, Winston T. ; Lin, Hong-Jen ; Chen, Yueh H. |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 6.2002, 3/4, p. 167-195
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| Subject: | Devisenmarkt | Foreign exchange market | Betafaktor | Beta risk | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Industrieländer | Industrialized countries |
| Extent: | graph. Darst |
|---|---|
| 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/10001780047