Currency Risk Pricing
The study uses various signals to build an efficient currency portfolio, finding that a majority of risk in these assets does not impact their risk premiums.
Featured in No. 56 on 10 Jul 2024 ·
- Released
- 22 Nov 2023
- First featured
- No. 56 · 10 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 21
- Identifier
- RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730
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