Currency returns, market regimes and behavioral biases
Year of publication: |
2013
|
---|---|
Authors: | MacLean, Leonard ; Zhao, Yonggan ; Ziemba, William |
Published in: |
Annals of Finance. - Springer. - Vol. 9.2013, 2, p. 249-269
|
Publisher: |
Springer |
Subject: | Forward premium puzzle | Behavioral bias | Regime switching | Interest rate parity | Currency market portfolio |
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