Open AccessSalvaging the C-Capm: Currency Carry Trade Risk Premia and Conditioning Information
Author(s) -
Angelica Gonzalez,
Abhay Abhyankar,
Olga Klinkowska
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2134861
Subject(s) - capital asset pricing model , currency , carry (investment) , risk premium , monetary economics , economics , foreign exchange risk , business , financial economics , finance
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom