A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Charles Engel, Katya Kazakova, Mengqi Wang, Nan Xiang
| Year of publication: |
2022
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|---|---|
| Authors: | Engel, Charles ; Kazakova, Katya ; Wang, Mengqi ; Xiang, Nan |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 136.2022, p. 1-35
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| Subject: | Uncovered interest parity | Forward premium puzzle | Fama puzzle | Zinsparität | Interest rate parity | US-Dollar | US dollar | USA | United States | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | Theorie | Theory | Welt | World | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2022.103602 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431541