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

Conway, Edward

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

Inhaltsangabe

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.

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Verlag
CreateSpace Independent Publishing Platform
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
1500101044
ISBN 13 
9781500101046
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
112
Kontakt zum Hersteller
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