Createspace Independent Publishing Platform
Base Currency Risk: A New Paradigm for Financial Economics
Product Code:
9781500101046
ISBN13:
9781500101046
Condition:
New
$14.89
Base Currency Risk: A New Paradigm for Financial Economics
$14.89
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.
| Author: Edward Conway |
| Publisher: Createspace Independent Publishing Platform |
| Publication Date: Jun 08, 2014 |
| Number of Pages: 114 pages |
| Binding: Paperback or Softback |
| ISBN-10: 1500101044 |
| ISBN-13: 9781500101046 |
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