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  • Search: subject:"daily realized volatility"
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Year of publication
Subject
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ICAPM 2 Beta-Faktor 1 Capital Asset Pricing Model 1 Daily realized volatility 1 Foreign exchange market 1 Hedging 1 High-frequency data 1 Korrelation 1 Risikoaversion 1 Risikoprämie 1 Theorie 1 Time-varying risk aversion 1 Zeitpräferenz 1 daily realized volatility 1 foreign exchange market 1 high-frequency data 1 time-varying risk aversion 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Yilmaz, Kamil 2 Bali, Turan 1 Bali, Turan G. 1
Institution
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
Published in...
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Koç University-TUSIAD Economic Research Forum Working Papers 1 Working Paper 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
The intertemporal relation between expected return and risk on currency
Bali, Turan G.; Yilmaz, Kamil - 2009
The literature has so far focused on the risk-return tradeoff in equity markets and ignored alternative risky assets. This paper is the first to examine the presence and significance of an intertemporal relation between expected return and risk in the foreign exchange market. The paper provides...
Persistent link: https://www.econbiz.de/10010277261
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Cover Image
The Intertemporal Relation between Expected Return and Risk on Currency
Bali, Turan; Yilmaz, Kamil - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2009
The literature has so far focused on the risk-return tradeoff in equity markets and ignored alternative risky assets. This paper is the first to examine the presence and significance of an intertemporal relation between expected return and risk in the foreign exchange market. The paper provides...
Persistent link: https://www.econbiz.de/10008556278
Saved in:
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