Variance risk premium and expected currency return : the story is different at the tails of the distribution
Baki Cem Sahin
| Year of publication: |
2021
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|---|---|
| Authors: | Sahin, Baki Cem |
| Subject: | exchange rates | quantile-on-quantile regression | Variance risk premium | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | Statistische Verteilung | Statistical distribution | US-Dollar | US dollar | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/02102412.2020.1863127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649519