Can a time-varying risk premium explain the failure of uncovered interest parity in the market for foreign exchange?
Gregory P. Hopper
| Year of publication: |
1992
|
|---|---|
| Authors: | Hopper, Gregory P. |
| Publisher: |
Philadelphia |
| Subject: | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Theorie | Theory | Währungsderivat | Currency derivative |
| Extent: | 53 S graph. Darst |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division. - Philadelphia, Pa. : Reserve Bank, ZDB-ID 1343488-3. - Vol. 92-25 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 41 - 43 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000145064