
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
Author(s) -
Hanno Lustig,
Adrien Verdelhan
Publication year - 2005
Language(s) - English
Resource type - Reports
DOI - 10.3386/w11104
Subject(s) - risk premium , section (typography) , consumption (sociology) , currency , foreign exchange risk , economics , business , monetary economics , advertising , social science , sociology