The U.S. Dollar and variance risk premia imbalances
Mads Markvart Kjær, Anders Merrild Posselt
| Year of publication: |
2025
|
|---|---|
| Authors: | Kjær, Mads Markvart ; Posselt, Anders Merrild |
| Subject: | currency return predictability | the U.S. Dollar | variance risk premium | US-Dollar | US dollar | USA | United States | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Währungsrisiko | Exchange rate risk | Börsenkurs | Share price | Wechselkurs | Exchange rate | Außenwirtschaftliches Gleichgewicht | External balance | Schätzung | Estimation | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015166669