An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
Marc W. Simpson; Axel Grossmann
| Year of publication: |
2014
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|---|---|
| Authors: | Simpson, Marc W. ; Grossmann, Axel |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 28.2014, p. 221-238
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| Subject: | Forward prediction error | Liquidity risk | Deviations from PPP | Kaufkraftparität | Purchasing power parity | Währungsderivat | Currency derivative | USA | United States | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Geld-Brief-Spanne | Bid-ask spread | Wechselkurs | Exchange rate | US-Dollar | US dollar | Theorie | Theory | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| 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/10010461953