Base Currency Risk: A New Paradigm for Financial Economics - Tapa blanda

Conway, Edward

 
9781500101046: Base Currency Risk: A New Paradigm for Financial Economics
Tapa blanda
ISBN 10: 1500101044 ISBN 13: 9781500101046
Editorial: CreateSpace Independent Publishing Platform, 2014

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
CreateSpace Independent Publishing Platform
Año de publicación
2014
Idioma
Inglés
ISBN 10 
1500101044
ISBN 13 
9781500101046
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
112
Contacto del fabricante
Manufactured by Amazon on behalf of the author
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