Do foreign exchange return regressions convey useful information on return predictability?
Seongman Moon, Carlos Velasco
| 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 | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Diskontierung | Discounting | Korrelation | Correlation | Risikoprämie | Risk premium | Regressionsanalyse | Regression analysis | Währungsderivat | Currency derivative | Schätzung | Estimation | Börsenkurs | Share price | Devisenmarkt | Foreign exchange market | Schätztheorie | Estimation theory | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012261655