Synopsis
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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Base Currency Risk: A New Paradigm for Financial Economics
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ISBN 10: 1500101044
ISBN 13: 9781500101046
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Base Currency Risk: A New Paradigm for Financial Economics
Published by
CreateSpace Independent Publishing Platform, 2014
ISBN 10: 1500101044
ISBN 13: 9781500101046
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Base Currency Risk: A New Paradigm for Financial Economics
Published by
CreateSpace Independent Publishing Platform, 2014
ISBN 10: 1500101044
ISBN 13: 9781500101046
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Softcover
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Base Currency Risk (Paperback)
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Createspace Independent Publishing Platform, 2014
ISBN 10: 1500101044
ISBN 13: 9781500101046
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Paperback. Condition: new. Paperback. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9781500101046
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Seller Image
Base Currency Risk: A New Paradigm for Financial Economics
Published by
CreateSpace Independent Publishing Platform, 2014
ISBN 10: 1500101044
ISBN 13: 9781500101046
New
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 33264712-n