Decomposition of the uncovered equity parity correlation
Year of publication: |
2018
|
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Authors: | Kunkler, Michael ; MacDonald, Ronald |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 57.2018, p. 44-58
|
Subject: | Exchange rates | Stock market differentials | Uncovered equity parity condition | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Kaufkraftparität | Purchasing power parity | Korrelation | Correlation | Schätzung | Estimation |
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