Time-varying betas and risk premia in the pricing of forward foreign exchange contracts
Nelson C. Mark
| Year of publication: |
1988
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|---|---|
| Authors: | Mark, Nelson C. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 2.1988, p. 335-354
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| Subject: | CAPM | Währungsderivat | Currency derivative | 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/10001061826