Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Rana Palwishah, Muhammad Kashif, Mobeen Ur Rehman, Mamdouh Abdulaziz Saleh Al-Faryan
| Year of publication: |
2024
|
|---|---|
| Authors: | Palwishah, Rana ; Kashif, Muhammad ; Ur Rehman, Mobeen ; Al-Faryan, Mamdouh Abdulaziz Saleh |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102919, p. 1-16
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| Subject: | Downside risk | Forward premium puzzle | Liquidity risk | Uncovered interest rate parity | Zinsparität | Interest rate parity | Coronavirus | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Währungsderivat | Currency derivative | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102919 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446983