Can exchange rate volatility explain persistence in the forward premium?
Neil Kellard; Nicholas Sarantis
| Year of publication: |
2008
|
|---|---|
| Authors: | Kellard, Neil ; Sarantis, Nicholas |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 4, p. 714-728
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Strukturbruch | Structural break | Theorie | Theory | Welt | World | 1991-2005 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003759755