Currency returns and systematic risk-Reference-Cited by-同舟云学术

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Currency returns and systematic risk

Published:2022-07-02 Issue:6 Volume:90 Page:609-647
ISSN:1463-6786
Container-title:The Manchester School
language:en
Short-container-title:The Manchester School

Author:

Gonçalves Fernanda¹,Ferreira Giuliano²^ORCID,Ferreira Alex²,Scatimburgo Pedro²

Affiliation:

1. Nubank São Paulo Brazil

2. Departamento de Economia FEA‐RP Universidade de São Paulo Ribeirão Preto Brazil

Funder

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/manc.12416

Reference68 articles.

1. Arbitrage in the foreign exchange market: Turning on the microscope

2. Funding Value Adjustments

3. Value and Momentum Everywhere

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