Do foreign exchange return regressions convey useful information on return predictability?
Year of publication: |
2017
|
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Authors: | Moon, Seongman ; Velasco, Carlos |
Published in: |
Revista de economía aplicada : REA. - Zaragoza : [Verlag nicht ermittelbar], ISSN 2340-4523, ZDB-ID 2258000-1. - Vol. 25.2017, 73, p. 5-19
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Subject: | present value model | discount factor | contemporaneous correlation | forward premium puzzle | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Korrelation | Correlation | Diskontierung | Discounting | Risikoprämie | Risk premium | CAPM | Währungsderivat | Currency derivative | US-Dollar | US dollar |
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