Can policy shifts explain the forward discount puzzle?
Michael Jetter, Alex Nikolsko-Rzhevskyy, Olena Ogrokhina
| Year of publication: |
2019
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|---|---|
| Authors: | Jetter, Michael ; Nikolsko-Rzhevskyy, Alex ; Ogrokhina, Olena |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 57.2019, 6, p. 1891-1909
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| Subject: | Forward discount puzzle | Expectations errors | Taylor rule | Monetary policy | Geldpolitik | Wechselkurs | Exchange rate | Taylor-Regel | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Theorie | Theory | Risikoprämie | Risk premium | Zinsparität | Interest rate parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1534-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012215913