Can country-specific interest rate factors explain the forward premium anomaly?
Efthymios Argyropoulos, Nikolaos Elias, Dimitris Smyrnakis, Elias Tzavalis
| Year of publication: |
2021
|
|---|---|
| Authors: | Argyropoulos, Efthymios ; Elias, Nikolaos ; Smyrnakis, Dimitris ; Tzavalis, Elias |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 45.2021, 2, p. 252-269
|
| Subject: | UIRP | Two-country affine term structure model | Forward premium anomaly | Exchange rate forecasting | Expectations hypothesis | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Theorie | Theory | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-020-09509-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496681