Pricing Currency Risks
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13190
Reference75 articles.
1. Optimal and Naive Diversification in Currency Markets
2. Currency Factors
3. Value and Momentum Everywhere
4. Affine Term Structure Models and the Forward Premium Anomaly
5. The forward premium puzzle: different tales from developed and emerging economies
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