Volatility risk premia and exchange rate predictability
Year of publication: |
April 2016
|
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Authors: | Della Corte, Pasquale ; Ramadorai, Tarun ; Sarno, Lucio |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 120.2016, 1, p. 21-40
|
Subject: | Exchange rates | Volatility risk premium | Predictability | Efficient currency portfolios | Wechselkurs | Exchange rate | Volatilität | Volatility | Risikoprämie | Risk premium | Prognose | Forecast | Währungsspekulation | Currency speculation | Hedging | Theorie | Theory | Welt | World | 1996-2011 |
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