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Mispricing and risk premia in currency markets
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Bartram, Söhnke M., Djuranovik, Leslie, Garratt, Anthony and Xu, Yan (2024) Mispricing and risk premia in currency markets. Journal of Financial and Quantitative Analysis . pp. 1-93. doi:10.1017/S0022109023001400 ISSN 0022-1090. (In Press)
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WRAP-Mispricing-risk-premia-currency-markets-23.pdf - Accepted Version - Requires a PDF viewer. Available under License Creative Commons Attribution Non-commercial No Derivatives 4.0. Download (764Kb) | Preview |
Official URL: https://doi.org/10.1017/S0022109023001400
Item Type: | Journal Article | ||||||||
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Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HD Industries. Land use. Labor H Social Sciences > HG Finance |
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Divisions: | Faculty of Social Sciences > Warwick Business School | ||||||||
Library of Congress Subject Headings (LCSH): | Foreign exchange market, Efficient market theory, Financial risk, Capital assets pricing model, Time-series analysis | ||||||||
Journal or Publication Title: | Journal of Financial and Quantitative Analysis | ||||||||
Publisher: | Cambridge University Press | ||||||||
ISSN: | 0022-1090 | ||||||||
Official Date: | 2024 | ||||||||
Dates: |
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Page Range: | pp. 1-93 | ||||||||
DOI: | 10.1017/S0022109023001400 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | In Press | ||||||||
Re-use Statement: | This article has been accepted for publication in a revised form for publication in Journal of Financial and Quantitative Analysis. https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis | ||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||
Copyright Holders: | © The Author(s), 2023. Published by Cambridge University Press on behalf of the Michael G. Foster School of Business, University of Washington | ||||||||
Date of first compliant deposit: | 1 November 2023 | ||||||||
Date of first compliant Open Access: | 3 November 2023 | ||||||||
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