Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias (Q5879349): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/1350486x.2022.2108857 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4307799247 / rank | |||
Normal rank |
Revision as of 10:53, 30 July 2024
scientific article; zbMATH DE number 7657800
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias |
scientific article; zbMATH DE number 7657800 |
Statements
Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias (English)
0 references
28 February 2023
0 references
term structure
0 references
risk premium
0 references
forward bias
0 references
affine model
0 references
global factor
0 references
gray rhino
0 references