A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Charles Engel, Ekaterina Kazakova, Mengqi Wang and Nan Xiang
| Year of publication: |
02 March 2021
|
|---|---|
| Authors: | Engel, Charles ; Kazakova, Ekaterina ; Wang, Mengqi ; Xiang, Nan |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | interest parity | Fama regression | foreign exchange risk premium | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | US-Dollar | US dollar | USA | United States | Theorie | Theory | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Welt | World | Zinsstruktur | Yield curve | Regressionsanalyse | Regression analysis |
| Extent: | 1 Online-Ressource (circa 131 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP15872 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486465