---
title: Currency Risk Premiums Study
url: https://www.ml-quant.com/papers/ssrn/4849102/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4849102
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4849102
featured: 2024-06-05
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4849102
- Identifier: SSRN 4849102
- Released: 2024-05-31
- First featured: Quant Letter No. 52 (2024-06-05): https://www.ml-quant.com/issues/2024-06-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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