Currency Risk Premiums Study
A currency cross-section study found that only a small fraction of nontradable factors, mostly related to volatility, uncertainty, and liquidity, have a significant risk premium, not macro variables.
Featured in No. 52 on 5 Jun 2024 · 5 days after release
- Released
- 31 May 2024
- First featured
- No. 52 · 5 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4849102
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