Uncertainty, currency excess returns, and risk reversals

Lucas Husted, John Rogers, Bo Sun

Year of publication:	2018
Authors:	Husted, Lucas ; Rogers, John H. ; Sun, Bo
Published in:	Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 88.2018, p. 228-241
Subject:	Capital flows \| Emerging markets \| Maturity mismatch \| Financial volatility \| Uncertainty \| Capital allocation \| Volatilität \| Volatility \| Schwellenländer \| Emerging economies \| Kapitalmobilität \| Capital mobility \| Risiko \| Risk \| Risikoaversion \| Risk aversion \| Währungsrisiko \| Exchange rate risk \| Währungsspekulation \| Currency speculation \| Finanzkrise \| Financial crisis \| Kapitalmarktrendite \| Capital market returns \| Konjunktur \| Business cycle \| Zinsparität \| Interest rate parity \| Theorie \| Theory