Foundations and Trends(r) in Finance Currency Risk Premiums: A Multi-Horizon Perspective, (Paperback)
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- Foundations and Trends(r) in Finance Currency Risk Premiums: A Multi-Horizon Perspective, (Paperback)
- Author: Now Publishers
- ISBN: 9781638283102
- Format: Paperback
- Publication Date: 2023-11-29
- Page Count: 76
Specs
- Book formatPaperback
- Fiction/nonfictionNon-Fiction
- GenreBusiness & Investing
- Pub date20231129
- Pages76
- SubgenreFinance
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Currency Risk Premiums: A Multi-Horizon Perspective reviews the literature on multi-horizon currency risk premiums. It shows how the multi-horizon implications arise from the classic present-value relationship. The authors further show how these implications manifest themselves in the interaction between bond and currency risk premiums. This link is strengthened by explicitly accounting for stochastic discount factors. Information about currency risk premiums at different horizons presents a wealth of new evidence and challenges for existing models.
- Foundations and Trends(r) in Finance Currency Risk Premiums: A Multi-Horizon Perspective, (Paperback)
- Author: Now Publishers
- ISBN: 9781638283102
- Format: Paperback
- Publication Date: 2023-11-29
- Page Count: 76
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Specifications
Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Business & Investing
Pub date
20231129
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