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The conditional volatility premium on currency portfolios:
Byrne, Joseph P.
;
Sakemoto, Ryuta
Journal of International Financial Markets, Institutions and Money. 74 (2021) - p. 101415 , 2021
Link:
https://doi.org/10.1016/j.intfin.2021.101415
RT Journal T1 <Title>The conditional volatility premium on currency portfolios</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.intfin.2021.101415&Exemplar=1&LAN=DE A1 Byrne, Joseph P. A1 Sakemoto, Ryuta PB Elsevier BV YR 2021 SN 1042-4431 JF Journal of International Financial Markets, Institutions and Money VO 74 SP 101415 LK http://dx.doi.org/https://doi.org/10.1016/j.intfin.2021.101415 DO https://doi.org/10.1016/j.intfin.2021.101415 SF ELIB - SuUB Bremen
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