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Currency Risk Premiums : A Multi-Horizon Perspective, Paperback / softback Book

Currency Risk Premiums : A Multi-Horizon Perspective Paperback / softback

Part of the Foundations and Trends® in Finance series

Paperback / softback

Out of stock

Description

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.

Information

  • Out of stock

  • Format:Paperback / softback
  • Pages:76 pages
  • Publisher:now publishers Inc
  • Publication Date:
  • Category:
  • ISBN:9781638283102

£48.00

Out of stock
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Information

  • Out of stock

  • Format:Paperback / softback
  • Pages:76 pages
  • Publisher:now publishers Inc
  • Publication Date:
  • Category:
  • ISBN:9781638283102