Cyclical and persistent carry trade returns and forward premia
Haitham A. Al-Zoubi
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Zoubi, Haitham al- |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 7.2017, 4, p. 1-33
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| Subject: | High-minus-low excess returns | dollar carry trade excess returns | forwardpremia | exchange rates | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Volatilität | Volatility | Zinsparität | Interest rate parity | US-Dollar | US dollar | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139217500100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774154