Base Currency Risk: A New Paradigm for Financial Economics - Brossura

Conway, Edward

 
9781500101046: Base Currency Risk: A New Paradigm for Financial Economics
Brossura
ISBN 10: 1500101044 ISBN 13: 9781500101046
Casa editrice: CreateSpace Independent Publishing Platform, 2014

Sinossi

This groundbreaking short book will change the way you think about currencies, prices, income, risk, asset pricing and risk premia. Adapted from the author’s Oxford University thesis it generalises and corrects for a major bias in existing theory, then shows that periods of high volatility and high correlation should coincide, proves that forward prices are biased predictors of future spot prices, rescues consumption-based asset pricing from a newly discovered vulnerability, rationalises an astonishing amendment to CAPM, and proposes a new solution to the Equity Risk Premium Puzzle.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
CreateSpace Independent Publishing Platform
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
1500101044
ISBN 13 
9781500101046
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
112
Contatto del produttore
Manufactured by Amazon on behalf of the author
https://www.amazon.it/hz/contact-us

c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy
Luxembourg
L-1855
Lussemburgo