FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3169469202> ?p ?o ?g. }

• W3169469202 endingPage "165" @default.
• W3169469202 startingPage "146" @default.
• W3169469202 abstract "We introduce the concept of risk entanglement in a preference-free setting to jointly explain the exchange rate volatility, cyclicality, and currency risk premia in the data. Risk entanglement specifies a subset of incomplete market models, in which nondiffusive or nonlog-normal shocks to exchange rates are not fully spanned by asset returns. When risks are entangled, there exist multiple pricing-consistent exchange rates, but none of them are equal to the ratio of the stochastic discount factors (SDFs) or their projections. Decoupling the exchange rate from the SDFs allows us to address key FX market patterns that are puzzling in international finance." @default.
• W3169469202 created "2021-06-22" @default.
• W3169469202 creator A5044635083 @default.
• W3169469202 creator A5084334578 @default.
• W3169469202 date "2021-10-01" @default.
• W3169469202 modified "2023-10-01" @default.
• W3169469202 title "Entangled risks in incomplete FX markets" @default.
• W3169469202 cites W1987283162 @default.
• W3169469202 cites W2005841792 @default.
• W3169469202 cites W2014405898 @default.
• W3169469202 cites W2033931354 @default.
• W3169469202 cites W2034049486 @default.
• W3169469202 cites W2129754216 @default.
• W3169469202 cites W2135665921 @default.
• W3169469202 cites W2154820696 @default.
• W3169469202 cites W2257520161 @default.
• W3169469202 cites W2316351610 @default.
• W3169469202 cites W2765485701 @default.
• W3169469202 cites W3121634222 @default.
• W3169469202 cites W3121789229 @default.
• W3169469202 cites W3122182642 @default.
• W3169469202 cites W3122452572 @default.
• W3169469202 cites W3122460797 @default.
• W3169469202 cites W3122597427 @default.
• W3169469202 cites W3122685216 @default.
• W3169469202 cites W3122915627 @default.
• W3169469202 cites W3123216895 @default.
• W3169469202 cites W3123498741 @default.
• W3169469202 cites W3123502043 @default.
• W3169469202 cites W3124610660 @default.
• W3169469202 cites W3124704119 @default.
• W3169469202 cites W3124847791 @default.
• W3169469202 cites W3124955099 @default.
• W3169469202 cites W3126082728 @default.
• W3169469202 doi "https://doi.org/10.1016/j.jfineco.2021.05.051" @default.
• W3169469202 hasPublicationYear "2021" @default.
• W3169469202 type Work @default.
• W3169469202 sameAs 3169469202 @default.
• W3169469202 citedByCount "4" @default.
• W3169469202 countsByYear W31694692022017 @default.
• W3169469202 countsByYear W31694692022020 @default.
• W3169469202 countsByYear W31694692022021 @default.
• W3169469202 countsByYear W31694692022023 @default.
• W3169469202 crossrefType "journal-article" @default.
• W3169469202 hasAuthorship W3169469202A5044635083 @default.
• W3169469202 hasAuthorship W3169469202A5084334578 @default.
• W3169469202 hasConcept C10138342 @default.
• W3169469202 hasConcept C106159729 @default.
• W3169469202 hasConcept C109354906 @default.
• W3169469202 hasConcept C127413603 @default.
• W3169469202 hasConcept C133731056 @default.
• W3169469202 hasConcept C141121606 @default.
• W3169469202 hasConcept C149782125 @default.
• W3169469202 hasConcept C151541453 @default.
• W3169469202 hasConcept C162324750 @default.
• W3169469202 hasConcept C165705269 @default.
• W3169469202 hasConcept C175444787 @default.
• W3169469202 hasConcept C181236170 @default.
• W3169469202 hasConcept C19244329 @default.
• W3169469202 hasConcept C205606062 @default.
• W3169469202 hasConcept C2776988154 @default.
• W3169469202 hasConcept C33175817 @default.
• W3169469202 hasConcept C536366893 @default.
• W3169469202 hasConcept C556758197 @default.
• W3169469202 hasConcept C91602232 @default.
• W3169469202 hasConceptScore W3169469202C10138342 @default.
• W3169469202 hasConceptScore W3169469202C106159729 @default.
• W3169469202 hasConceptScore W3169469202C109354906 @default.
• W3169469202 hasConceptScore W3169469202C127413603 @default.
• W3169469202 hasConceptScore W3169469202C133731056 @default.
• W3169469202 hasConceptScore W3169469202C141121606 @default.
• W3169469202 hasConceptScore W3169469202C149782125 @default.
• W3169469202 hasConceptScore W3169469202C151541453 @default.
• W3169469202 hasConceptScore W3169469202C162324750 @default.
• W3169469202 hasConceptScore W3169469202C165705269 @default.
• W3169469202 hasConceptScore W3169469202C175444787 @default.
• W3169469202 hasConceptScore W3169469202C181236170 @default.
• W3169469202 hasConceptScore W3169469202C19244329 @default.
• W3169469202 hasConceptScore W3169469202C205606062 @default.
• W3169469202 hasConceptScore W3169469202C2776988154 @default.
• W3169469202 hasConceptScore W3169469202C33175817 @default.
• W3169469202 hasConceptScore W3169469202C536366893 @default.
• W3169469202 hasConceptScore W3169469202C556758197 @default.
• W3169469202 hasConceptScore W3169469202C91602232 @default.
• W3169469202 hasIssue "1" @default.
• W3169469202 hasLocation W31694692021 @default.
• W3169469202 hasOpenAccess W3169469202 @default.
• W3169469202 hasPrimaryLocation W31694692021 @default.
• W3169469202 hasRelatedWork W1512827817 @default.
• W3169469202 hasRelatedWork W1886846426 @default.
• W3169469202 hasRelatedWork W1973000888 @default.
• W3169469202 hasRelatedWork W2035834886 @default.
• W3169469202 hasRelatedWork W2130830554 @default.
• W3169469202 hasRelatedWork W2990107444 @default.
• W3169469202 hasRelatedWork W2991975927 @default.
• W3169469202 hasRelatedWork W3169469202 @default.
• W3169469202 hasRelatedWork W3196021651 @default.
• W3169469202 hasRelatedWork W2056493818 @default.

• next