Forex swap premiums, shock response and covered profits : an ARDL-EGARCH model analysis
Jianfeng Huang and Wencong Lu
| Year of publication: |
2019
|
|---|---|
| Authors: | Huang, Jianfeng ; Lu, Wencong |
| Subject: | ARDL-EGARCH | Covered arbitrage | covered profits | forex swap premiums | shock response | Swap | Schock | Shock | Währungsderivat | Currency derivative | Arbitrage | Devisenmarkt | Foreign exchange market | Zinsparität | Interest rate parity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1592102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204888