Pricing Currency Risks
收藏NBER2020-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w28260
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资源简介：
The currency market features a relatively small cross-section and conditional expected returns can be characterized by only a few signals interest differentials, trend, and mean-reversion. We exploit these properties to construct a conditional projection of the stochastic discount factor onto
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美国国家经济研究局创建时间：
2020-12-01
