An investment-based explanation of currency excess returns
Ibrahim Jamali, Ehab Yamani, Aaron D. Smallwood
| Year of publication: |
2023
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|---|---|
| Authors: | Jamali, Ibrahim ; Yamani, Ehab ; Smallwood, Aaron D. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 133.2023, p. 1-18
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| Subject: | Carry trade | Currency excess returns | Investment-based model | Q-theory | Production-based model | Factors | Two-pass regressions | Prices of risk | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Theorie | Theory | Devisenmarkt | Foreign exchange market | CAPM | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Schätzung | Estimation | Equity-Premium-Puzzle | Equity premium puzzle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2023.102830 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304722