The U.S. Dollar and variance risk premia imbalances
Mads Markvart Kjær, Anders Merrild Posselt
| Year of publication: |
2025
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|---|---|
| Authors: | Kjær, Mads Markvart ; Posselt, Anders Merrild |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 60.2025, 1, p. 173-200
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| 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 |
| 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