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
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
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

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