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Filtrado por: Creador Gregory, Alan Creador Backus, David Palabra clave Risk premiums Tipo de recurso Research Paper Tema F31 - Foreign Exchange

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Creator:	Backus, David, Gregory, Alan, and Telmer, Chris I.
Series:	Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:	439
Palabra clave:	Habit persistence, Contingent claims pricing, Risk premiums, Forward spot rates, and Marginal rate of substitution
Tema:	G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill and F31 - Foreign Exchange

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