The sources of pricing factors underlying the cross-section of currency returns
Chih-Nan Chen, Chien-Hsiu Lin
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Chih-Nan ; Lin, Chien-Hsiu |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 77.2020, p. 250-265
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| Subject: | Carry trade | Equity volatility | Funding liquidity | Momentum | Short rate | Value | Volatilität | Volatility | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430926