Forward premium anomaly of the British pound and the euro
Axel Grossmann; Allissa A. Lee; Marc W. Simpson
| Year of publication: |
2014
|
|---|---|
| Authors: | Grossmann, Axel ; Lee, Allissa A. ; Simpson, Marc W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 140-156
|
| Subject: | Forward discount bias | British pound | Euro | Advanced and emerging economies | Asymmetries | Deviations from PPP | Carry trade | Crisis periods | Pfund Sterling | Pound Sterling | Großbritannien | United Kingdom | Schwellenländer | Emerging economies | Kaufkraftparität | Purchasing power parity | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Eurozone | Euro area | Risikoprämie | Risk premium | Schätzung | Estimation | Zinsparität | Interest rate parity |
| 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/10010528461