Systematic Intervention and Currency Risk Premia
Year of publication: |
2019
|
---|---|
Authors: | Fratzscher, Marcel |
Other Persons: | Menkhoff, Lukas (contributor) ; Sarno, Lucio (contributor) ; Schmeling, Maik (contributor) ; Stoehr, Tobias (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Wechselkurspolitik | Exchange rate policy | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3119907 [DOI] |
Classification: | F31 - Foreign Exchange ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Currency Risk Premiums : A Multi-Horizon Perspective
Chernov, Mikhail, (2023)
-
Currency Risk Premiums : A Multi-horizon Perspective
Chernov, Mikhail, (2023)
-
The Crash Risk Premia of Efficient Carry Trades
Dupuy, Philippe, (2012)
- More ...
-
Foreign exchange intervention : a new database
Fratzscher, Marcel, (2023)
-
Systematic intervention and currency risk premia
Fratzscher, Marcel, (2021)
-
When is foreign exchange intervention effective? : evidence from 33 countries
Fratzscher, Marcel, (2017)
- More ...