Countercyclical currency risk premia

Journal of Financial Economics 2014 / 03 Vol. 111; Iss. 3

Countercyclical currency risk premia

Lustig, Hanno, Roussanov, Nikolai, Verdelhan, Adrien
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Volume:
111
Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2013.12.005
Date:
March, 2014
File:
PDF, 845 KB
english, 2014
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