Carry trade and foreign exchange rate puzzles
Year of publication: |
2013
|
---|---|
Authors: | Spronk, Richard ; Verschoor, Willem F. C. ; Zwinkels, Remco C. J. |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 60.2013, p. 17-31
|
Subject: | Exchange rates | Carry trades | Forward premium puzzle | Heterogeneous agent model | Market volatility | Wechselkurs | Exchange rate | Währungsspekulation | Currency speculation | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Welt | World | Währungsderivat | Currency derivative | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory |
-
Understanding the price of volatility risk in carry trades
Ahmed, Shamim, (2015)
-
Currency returns and systematic risk
Gonçalves, Fernanda, (2022)
-
FX liquidity risk and forward premium puzzle
Abankwa, Samuel, (2020)
- More ...
-
Agreeing on disagreement : heterogeneity or uncertainty?
Ellen, Saskia ter, (2016)
-
Time-varying importance of country and industry factors in European corporate bonds
Pieterse-Bloem, Mary, (2016)
-
Excess stock return comovements and the role of investor sentiment
Frijns, Bart, (2017)
- More ...