Countercyclical currency risk premia
Lustig, Hanno; Roussanov, Nikolai; Verdelhan, Adrien
- 期刊名称Journal of Financial Economics
- 作者Lustig, Hanno; Roussanov, Nikolai; Verdelhan, Adrien
- 卷第111卷
- 期第3期
- 印刷ISSN0304-405X
- 文件大小844.61KB
- 发表时间2014-03
- DOI10.1016/j.jfineco.2013.12.005
- 页码527-553