Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
Ronald MacDonald, Jun Nagayasu
| Year of publication: |
May 2015
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|---|---|
| Authors: | MacDonald, Ronald ; Nagayasu, Jun |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 53.2015, p. 1-19
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| Subject: | Currency forecast errors | Uncovered interest parity | Forward premium puzzle | Carry trade | Markov-switching model | STAR model | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Währungsspekulation | Currency speculation | Japan | Yen | Devisenmarkt | Foreign exchange market | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Prognose | Forecast | Welt | World | Zins | Interest rate | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2014.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475902